Be greedy when others are fearful : evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes
Min-Yuh Day, Yensen Ni
| Year of publication: |
2023
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|---|---|
| Authors: | Day, Min-Yuh ; Ni, Yensen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-13
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| Subject: | Average holding period return | Contrarian strategies | Index ETFs | Momentum strategies | Profitability | TRB trading rule | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102856 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014468853