Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets
Eero Pätäri, Sheraz Ahmed, Pasi Luukka, Julian Scott Yeomans
| Year of publication: |
2023
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| Authors: | Pätäri, Eero ; Ahmed, Sheraz ; Luukka, Pasi ; Yeomans, Julian Scott |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 65.2023, p. 1-26
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| Subject: | Momentum | Anomaly | Cost mitigation | Trading costs | Post-cost performance | Portfolio management | USA | United States | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Börsenkurs | Share price |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101884 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014309932