Expected return, liquidity risk, and contrarian strategy: evidence from the Tokyo Stock Exchange
Year of publication: |
2010
|
---|---|
Authors: | Kubota, Keiichi ; Takehara, Hitoshi |
Other Persons: | Lord, Richard (ed.) |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 36.2010, 8, p. 655-679
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Capital asset pricing model | Liquidity | Momentum | Stock markets | Japan | Portfolio management |
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