Macroeconomic Risk and Seasonality in Momentum Profits
Year of publication: |
2017
|
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Authors: | Ji, Susan |
Other Persons: | Martin, J. Spencer (contributor) ; Yao, Chelsea Yaqiong (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Risiko | Risk | Theorie | Theory |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 30, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2154658 [DOI] |
Classification: | G12 - Asset Pricing ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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