Stock returns: momentum, volatility and interest rates

Yue Fang, Sakae Wada, John Moody. Stock returns: momentum, volatility and interest rates. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 379-385, IEEE, 2003. [doi]

Authors

Yue Fang

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Sakae Wada

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John Moody

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