Asymmetric effect of style comovement on momentum
Ching-Chi Hsu, Miao-Ling Chen
| Year of publication: |
2019
|
|---|---|
| Authors: | Hsu, Ching-Chi ; Chen, Miao-Ling |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 146-154
|
| Subject: | Market states | Momentum | Style chasing | Style comovement | Style investing | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Aktienmarkt | Stock market | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.03.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012421265