Another look at sources of momentum profits
Year of publication: |
2022
|
---|---|
Authors: | Chai, Daniel ; Chiah, Mardy ; Zhong, Angel ; Li, Bob |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 310-323
|
Subject: | Asset pricing | Behavioural biases | Anomalies | Momentum | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
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