Momentum, idiosyncratic volatility and market dynamics : evidence from China
Year of publication: |
December 2017
|
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Authors: | Cheema, Muhammad A. ; Nartea, Gilbert V. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 46.2017, PA, p. 109-123
|
Subject: | Momentum | Idiosyncratic volatility | Market dynamics | Arbitrage cost | Overconfidence | Volatilität | Volatility | China | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
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