Impacts of ambiguity aversion and information uncertainty on momentum : an international study
Year of publication: |
2019
|
---|---|
Authors: | Gong, Yujing ; Wang, Mei ; Dlugosch, Dennis |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 55.2019, p. 1-28
|
Subject: | Ambiguity aversion | Information uncertainty | Momentum | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Risiko | Risk |
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