Earnings smoothing, momentum and statistical arbitrage : global evidence
Year of publication: |
Oct.-Dec. 2015
|
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Authors: | Booth, G. Geoffrey ; Gurun, Ayfer |
Published in: |
Inventi impact: international trade. - Bhopal : IJPL, ISSN 2249-0930, ZDB-ID 2681336-1. - 2015, 4, p. 249-266
|
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 |
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