Describe how momentum can be refined by conditioning on the entire term structure of interest rates in

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Describe how momentum can be refined by conditioning on the entire term structure of interest rates in the manner of the Grinblatt and Moskowitz regression model.

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Behavioral Finance Psychology Decision-Making and Markets

ISBN: 978-0324661170

1st edition

Authors: Lucy Ackert

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Question Posted: Mar 11, 2016 02:44 AM

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Describe how momentum can be refined by conditioning on the entire term structure of interest rates in

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Behavioral Finance Psychology Decision-Making and Markets

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