Macroeconomic momentum and cross-sectional equity market indices
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Yu ; Kappou, Konstantina ; Urquhart, Andrew |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 92.2024, Art.-No. 101974, p. 1-21
|
Subject: | Cross-Sectional | Equity indices | Macroeconomics | Momentum | Aktienmarkt | Stock market | Wirtschaftsindikator | Economic indicator | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Momentenmethode | Method of moments | Aktienindex | Stock index | Makroökonomik | Schätzung | Estimation |
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