Improving momentum strategies using residual returns and option-implied information
| Year of publication: |
2018
|
|---|---|
| Authors: | Liu, Ming-Yu |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - Vol. 39.2018, 4 (26.12.), p. 499-521
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21988 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082180