Industry momentum in an earlier time : evidence from the cowles data
Year of publication: |
2015
|
---|---|
Authors: | Szakmary, Andrew Charles ; Zhou, Xiwen |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 38.2015, 3, p. 319-347
|
Subject: | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Kalendereffekt | Calendar effect | USA | United States | 1900-1925 |
-
Days to cover and stock returns
Hong, Harrison G., (2015)
-
An anatomy of calendar effects
Swinkels, Laurens, (2012)
-
Why do short sellers like qualitative news?
Von Beschwitz, Bastian, (2017)
- More ...
-
Essays on foreign exchange market efficiency
Szakmary, Andrew Charles, (1989)
-
The timeliness of accounting disclosures in international security markets
Conover, C. Mitchell, (2008)
-
Trend-following trading strategies in commodity futures : a re-examination
Szakmary, Andrew Charles, (2009)
- More ...