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Momentum Trading, Return Chasing and Predictable Crashes, Working Paper 2014-27

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Momentum Trading, Return Chasing and Predictable Crashes, Working Paper 2014-27" in Working Papers (Federal Reserve Bank of Chicago) (November 2014). https://fraser.stlouisfed.org/content/?item_id=533943&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_2014-27.pdf, accessed on May 24, 2018.

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