Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500
| Year of publication: |
2019
|
|---|---|
| Authors: | Inglis, Nick ; Vanstone, Bruce ; Hahn, Tobias |
| Published in: |
Accounting & Finance. - Wiley, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 59.2019, S1 (19.02.), p. 657-684
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/acfi.12452 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012087416