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No. 668 Chang Jiang Rd., Suzhou New Dist., Suzhou, Jiangsu Prov., CHINA ... Via Aurelio Saffi No.12, 20123, Milan, ITALY Tel: +39-02-4801-3109 Fax: +39-02-4801 ...
... We are grateful t o C. Jones, B. Lehmann, C. J. Neely, M. J. Ready, P. Saffi, A ... The momentum measure used in this study is the rate of chang e (ROC). Specifically, the ...
Saffi and Sigurdsson (2007) state that, based on an empirical analysis of outstanding ... Japan's information 1 Bai, Chang, and Wang (2006) report similar results. As ...
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