Impact of credit risk on momentum and contrarian strategies : evidence from South Asian markets
Year of publication: |
2020
|
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Authors: | Hunjra, Ahmed Imran ; Tayachi, Tahar ; Mehmood, Rashid ; Malik, Sidra ; Malik, Zoya |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 2/37, p. 1-14
|
Subject: | contrarian returns | credit risk | KMV model | momentum returns | stock market | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8020037 [DOI] hdl:10419/257992 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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