Momentum trading, return chasing, and predictable crashes /
Chabot, Benjamin,author.
Ghysels, Eric,1956-author.
Jagannathan, Ravi,author.
Centre for Economic Policy Research (Great Britain),issuing body.
Title from cover.
"Financial economics."
"November 2014."
"Submitted 29 October 2014."
Includes bibliographical references (pages 28-30).
Stock exchanges
Risk-return relationships
Financial crises
Also available online.