An institutional theory of momentum and reversal /
Vayanos, Dimitri.
Woolley, Paul,1939-
Paul Woolley Centre for the Study of Capital Market Dysfunctionality.
London School of Economics and Political Science.Financial Markets Group.
London : Paul Woolley Centre for the Study of Capital Market Dysfunctionality,
2011.
"January 2011."
"Revised version of: Paul Woolley Centre working paper series no. 1, FMG discussion paper no 621"--T.p.