Is factor momentum greater than stock momentum?
Year of publication: |
2021
|
---|---|
Authors: | Falck, Antoine ; Rej, Adam ; Thesmar, David |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 10.2021, 4, p. 43-68
|
Subject: | asset pricing | factor returns | factor momentum | stock momentum | mean reversion | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Momentenmethode | Method of moments | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market | Autokorrelation | Autocorrelation |
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