A rational foundation for trend-chasing and contrarian trades with implications for momentum anomalies
Year of publication: |
2013
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Authors: | Kedar-Levy, Haim |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 3.2013, 1, p. 13500031-135000321
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Subject: | Trend-chasing | Contrarian | momentum | reversal | rational | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Theorie | Theory |
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