Expected return, liquidity risk, and contrarian strategy: evidence from the Tokyo Stock Exchange
Year of publication: |
2010
|
---|---|
Authors: | Kubota, Keiichi ; Takehara, Hitoshi |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 36.2010, August, 8, p. 655-679
|
Publisher: |
Emerald Group Publishing |
Subject: | Capital asset pricing model | Japan | Liquidity | Momentum | Portfolio management | Stock markets |
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