Macroeconomic risk and seasonality in momentum profits
Year of publication: |
November 2017
|
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Authors: | Ji, Xiuqing ; Martin, J. Spencer ; Yao, Yaqiong |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 36.2017, p. 76-90
|
Subject: | Momentum | Macroeconomic risk | ROE | Seasonality | January effects | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Risiko | Risk |
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