Momentum profits and time-varying unsystematic risk
Xiafei Li; Joe͏̈lle Miffre; Chris Brooks; Niall O'Sullivan
| Year of publication: |
2008
|
|---|---|
| Authors: | Li, Xiafei ; Miffre, Joëlle ; Brooks, Chris ; O'Sullivan, Niall |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 4, p. 541-558
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | 1975-2001 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003707678