Theoretical Economics Letters

Vol.2 No.3(2012), Paper ID 21518, 4 pages

DOI:10.4236/tel.2012.23050

 

Defining Single Asset Price Momentum in terms of a Stochastic Process

 

KiHoon Jimmy Hong, Stephen Satchell

 

Korea Capital Market Institute, Seoul, Korea
Trinity College, University of Cambridge, Cambridge, UK

 

Copyright © 2012 KiHoon Jimmy Hong, Stephen Satchell et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Hong, K. and Satchell, S. (2012) Defining Single Asset Price Momentum in terms of a Stochastic Process. Theoretical Economics Letters, 2, 274-277. doi: 10.4236/tel.2012.23050.

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