How do momentum strategies 'score' against individual investors in Taiwan, Hong Kong and Korea?
Year of publication: |
2014
|
---|---|
Authors: | Hung, Chi-Hsiou D. ; Banerjee, Anurag Narayan |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 21.2014, p. 67-81
|
Subject: | Emerging stock markets | Momentum | Naive strategies | Return percentiles | Price information | Score function | Südkorea | South Korea | Hongkong | Hong Kong | Taiwan | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading |
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