Efficient momentum portfolios : an empirical analysis of the German stock market
von Thomas Martin; Thomas Holtfort
Year of publication: |
2011
|
---|---|
Authors: | Martin, Thomas ; Holtfort, Thomas |
Published in: |
Corporate finance / Biz. - Düsseldorf : Handelsblatt, ISSN 1437-8981, ZDB-ID 25324184. - Vol. 2.2011, 7, p. 414-420
|
Saved in:
Saved in favorites
Similar items by person
-
Efficient momentum portfolios : an empirical analysis of the German stock market
Martin, Thomas, (2011)
-
An empirical test of signalling theory
Yasar, Burze, (2020)
-
Martin, Thomas, (1998)
- More ...