Daily Momentum And Contrarian Behavior Of Index Fund Investors
Year of publication: |
1999-12-01
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Authors: | Goetzmann, William N. ; Massa, Massimo |
Institutions: | School of Management, Yale University |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | D8 - Information and Uncertainty ; D9 - Intertemporal Choice and Growth ; E2 - Consumption, Saving, Production, Employment, and Investment ; G2 - Financial Institutions and Services ; D1 - Household Behavior and Family Economics |
Source: |
-
Daily Momentum and Contrarian Behavior of Index Fund Investors
Massa, Massimo, (2001)
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Blackburn, Douglas W., (2017)
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Reis, Ricardo, (2004)
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Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
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Index Funds and Stock Market Growth
Massa, Massimo, (1998)
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Dispersion of Opinion and Stock Returns
GOETZMANN, WILLIAM N., (2005)
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