Co-existence of short-term reversals and momentum in the Australian equity market
Year of publication: |
February 2016
|
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Authors: | Chai, Daniel ; Do, Binh |
Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 41.2016, 1, p. 55-76
|
Subject: | Industry momentum | liquidity | momentum | short-term reversals | Australien | Australia | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Momentenmethode | Method of moments | Kapitalmarktrendite | Capital market returns |
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