Gold and oil prices : abnormal returns, momentum and contrarian effects
Guglielmo Maria Caporale, Alex Plastun
| Year of publication: |
2021
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Plastun, Alex |
| Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 35.2021, 3, p. 353-368
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| Subject: | Commodities | Anomalies | Momentum effect | Contrarian effect | Abnormal returns | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Ölpreis | Oil price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-021-00380-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616165