BM(book-to-market ratio) factor : medium-term momentum and long-term reversal
Year of publication: |
2018
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Authors: | Wei-qi, Liu ; Jingxing, Zhang |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 4.2018, 1, p. 1-29
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Subject: | Stock market volatility | medium-term momentum | long-term reversal | holding period | formation period | book-to-market ratio | return on equity | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Volatilität | Volatility | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-017-0085-6 [DOI] hdl:10419/237117 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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