Hindsight effects in dollar-weighted returns
Year of publication: |
2014
|
---|---|
Authors: | Hayley, Simon |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 1, p. 249-269
|
Subject: | Risikoprämie | Risk premium | Zeit | Time | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | USA | United States | 1926-2011 |
-
Predictable corporate distributions and stock returns
Bessembinder, Hendrik, (2015)
-
Too fast or too slow? : determining the optimal speed of financial markets
Fricke, Daniel, (2018)
-
Short-rate expectations and unexpected returns in treasury bonds
Cieślak, Anna, (2018)
- More ...
-
What does rebalancing really achieve?
Cuthbertson, Keith, (2016)
-
Capacity utilisation : modelling and interpretation
Hayley, Simon, (1995)
-
Dollar Cost Averaging - The Role of Cognitive Error
Hayley, Simon, (2012)
- More ...