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The Post-Cost Profitability of Momentum Trading Strategies

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The Post-Cost Profitability of Momentum Trading Strategies

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The Post-Cost Profitability of Momentum Trading Strategies

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The Post-Cost Profitability of Momentum Trading Strategies

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Introduction To Momentum Trading

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ON THE PROFITABILITY OF VOLUME-AUGMENTED MOMENTUM TRADING

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Time-Varying Momentum Payoffs and Illiquidity*

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