A closer look at the short-term return reversal
Year of publication: |
2014
|
---|---|
Authors: | Da, Zhi ; Liu, Qianqiu ; Schaumburg, Ernst |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 60.2014, 3, p. 658-674
|
Subject: | short-term return reversal | liquidity | sentiment | fundamental news | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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