A neoclassical interpretation of momentum
Year of publication: |
2014
|
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Authors: | Xiaolei Lui, Laura ; Zhang, Lu |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 67.2014, p. 109-128
|
Subject: | Investment-based asset pricing | Price momentum | Earnings momentum | Structural estimation | Neoclassical economics | Neoklassische Theorie | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection |
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