Cole, Corey D., Robert Schneider, David Hemley, and Morgen Nations. “Time Series Momentum in Sector Based ETFs: Does a Momentum Effect Exist?”. Journal of Accounting and Finance 21, no. 1 (June 5, 2021). Accessed December 22, 2024. https://articlegateway.com/index.php/JAF/article/view/4156.