An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
Year of publication: |
2013
|
---|---|
Authors: | Huffman, Stephen P. ; Moll, Cliff R. |
Published in: |
Review of Financial Economics. - Elsevier, ISSN 1058-3300. - Vol. 22.2013, 1, p. 8-19
|
Publisher: |
Elsevier |
Subject: | Asymmetric risk–return reversal momentum |
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