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]
@inproceedings{FangWM03,
title = {Stock returns: momentum, volatility and interest rates},
author = {Yue Fang and Sakae Wada and John Moody},
year = {2003},
doi = {10.1109/CIFER.2003.1196285},
url = {http://dx.doi.org/10.1109/CIFER.2003.1196285},
researchr = {https://researchr.org/publication/FangWM03},
cites = {0},
citedby = {0},
pages = {379-385},
booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {IEEE},
isbn = {0-7803-7654-4},
}