Journal Articles
International Review of Financial Analysis
Year : 2021
Nicolas Aubert : Connect in order to contact the contributor
https://hal.science/hal-03511436
Submitted on : Tuesday, January 4, 2022-10:28:54 PM
Last modification on : Friday, February 4, 2022-3:25:54 AM
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Zhenya Liu, Shanglin Lu, Shixuan Wang. Asymmetry, tail risk and time series momentum. International Review of Financial Analysis, 2021, 78, pp.101938. ⟨10.1016/j.irfa.2021.101938⟩. ⟨hal-03511436⟩
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