Are momentum profits driven by the cross-sectional dispersion in expected stock returns?
Year of publication: |
2011
|
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Authors: | Bhootra, Ajay |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 14.2011, 3, p. 494-513
|
Subject: | Momentum | Cross-sectional return dispersion | Penny stocks | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection |
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