Cross-stock momentum and factor momentum
Jingda Yan, Jialin Yu
| Year of publication: |
2023
|
|---|---|
| Authors: | Yan, Jingda ; Yu, Jialin |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 150.2023, 2, p. 1-18
|
| Subject: | Asymmetric cross-autocorrelation | Cross-stock momentum | Factor momentum | Network | Time-varying linkage | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2023.103716 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462602