Explaining momentum profits with an epidemic diffusion model
Year of publication: |
2006
|
---|---|
Authors: | Balsara, Nauzer J. ; Zheng, Lin ; Vidozzi, Andrea ; Vidozzi, Luca |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 30.2006, 3, p. 407-422
|
Subject: | Wertpapierhandel | Securities trading | Informationsverbreitung | Information dissemination | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | USA | United States |
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