@article {moskowitz2012time,
	title = {Time series momentum},
	journal = {Journal of Financial Economics},
	volume = {104},
	number = {2},
	year = {2012},
	pages = {228{\textendash}250},
	publisher = {Elsevier},
	author = {Moskowitz, Tobias J and Ooi, Yao Hua and Pedersen, Lasse Heje}
}
