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futures-research (momentum (Hurst et al.(2010, 2017), Szakmary et al…
futures-research
momentum
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Baltas and Kosowski(2012, 2013,2017)
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other factors
Fernandez-Perez et al.(2015,2016,2017)
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任瞳和于明明（2017c,2017d,2018a,2018b）
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