Corrigendum to “Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets” [North Am. J. Econ. Fin. 65 (2023) 101884](S1062940823000074)(10.1016/j.najef.2023.101884)

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外文摘要：© 2023 The Author(s)The authors regret that in the acknowledgements they have accidentally missed to thank Tuomas Lankinen for his research assistance. Hence, the authors would like to correct this unfortunate oversight. Previous acknowledgement was “We thank Hamid Beladi (the editor), Stefano Giglio, Ian Dew-Becker, Bing Han, and two anonymous reviewers for their valuable comments on earlier drafts of this paper. We are also grateful to Olivier Ledoit, Michael Wolf, Andrew Patton, and Allan Timmermann for making their programming codes freely available. In addition, we are indebted to Ken French for free access to his data library.” and the corrected one is “We thank Hamid Beladi (the editor), Stefano Giglio, Ian Dew-Becker, Bing Han, and two anonymous reviewers for their valuable comments on earlier drafts of this paper. We are also grateful to Olivier Ledoit, Michael Wolf, Andrew Patton, and Allan Timmermann for making their programming codes freely available. In addition, we are indebted to Ken French for free access to his data library. We would also like to thank Tuomas Lankinen for his excellent research assistance.” For CRediT authorsip contribution statement, the authors would also like to supplement Pasi Luukka's role with “Writing – review & editing”. The authors would like to apologise for any inconvenience caused.

作者：

Patari E.、Ahmed S.、Luukka P.、Yeomans J.S.

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作者单位：

School of Business LUT University

Schulich School of Business York University

出版年：

2023

DOI：

10.1016/j.najef.2023.101985

The North American journal of economics and finance

ISSN：1062-9408

年,卷(期)：2023.68(Sep.)