Cross-sectional and time-series momentum returns and market dynamics : evidence from Japan
Muhammad A. Cheema, Gilbert V. Nartea and Kenneth R. Szulczyk
| Year of publication: |
May 2018
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|---|---|
| Authors: | Cheema, Muhammad A. ; Nartea, Gilbert V. ; Szulczyk, Kenneth R. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 23, p. 2600-2612
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| Subject: | Momentum returns | time-series | cross-sectional | market states | idiosyncratic volatility | Japan | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1403560 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011850297