Question: What is a key difference between cross-sectional momentum and time-series momentum? Time-series momentum long/short can be non-zero-cost occasionally Cross-sectional momentum is always market beta neutral

What is a key difference between cross-sectional momentum and time-series momentum?

Time-series momentum long/short can be non-zero-cost occasionally

Cross-sectional momentum is always market beta neutral

Time-series momentum looks at time-series of cross-sectional momentum profits

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