Momentum profits, market cycles, and rebounds : evidence from Germany
Year of publication: |
August 2016
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Authors: | Bohl, Martin T. ; Czaja, Marc-Gregor ; Kaufmann, Philipp |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 61.2016, p. 139-159
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Subject: | Price and earnings momentum | Bull and bear markets | Market rebounds | Momentum crashes | Time-varying performance measurement | Schätzung | Estimation | Deutschland | Germany | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Gewinn | Profit | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
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