Does option trading affect idiosyncratic momentum?
Year of publication: |
2020
|
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Authors: | Guo, Songchan ; Pyo, Unyong |
Published in: |
Cogent Economics & Finance. - ISSN 2332-2039. - Vol. 8.2020, 1, p. 1-19
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | idiosyncratic momentum | short sale constraints | stock option trading | traditional momentum |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2020.1824362 [DOI] 1800135106 [GVK] hdl:10419/269983 [Handle] RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1824362 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; g40 |
Source: |
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