Extreme absolute strength of stocks and performance of momentum strategies
Year of publication: |
2019
|
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Authors: | Yang, Xuebing ; Zhang, Huilan |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 44.2019, p. 71-90
|
Subject: | Extreme absolute strength | Momentum strategies | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance |
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