Earnings smoothing, momentum and statistical arbitrage : global evidence
Year of publication: |
2015
|
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Authors: | Booth, G. Geoffrey ; Gurun, Ayfer |
Published in: |
Business and Economic Research : BER. - Las Vegas, Nev. : Macrothink Institute, ISSN 2162-4860, ZDB-ID 2640826-0. - Vol. 5.2015, 2, p. 48-65
|
Subject: | Statistical arbitrage | momentum | Stock comovement | Investor sophistication | Earnings smoothing | Arbitrage | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Bilanzpolitik | Accounting policy | Portfolio-Management | Portfolio selection | Gewinn | Profit |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: PDF Reader |
Other identifiers: | 10.5296/ber.v5i2.7938 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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