Momentum returns : market, seasonal and aging considerations
Year of publication: |
2011
|
---|---|
Authors: | Sundaram, Sridhar ; Pettengill, Glenn N. ; Mathur, Iqbal |
Published in: |
International journal of behavioural accounting and finance : IJBAF. - Bath : Inderscience Enterprises, ISSN 1753-1969, ZDB-ID 2471858-0. - Vol. 2.2011, 1, p. 79-97
|
Subject: | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | USA | United States |
-
Dynamic trading strategies and portfolio choice
Bansal, Ravi, (2004)
-
Sales order backlogs and momentum profits
Gu, Li, (2010)
-
Institutional trade persistence and long-term equity returns
Dasgupta, Amil, (2010)
- More ...
-
The conditional relation between beta and returns
Pettengill, Glenn N., (1995)
-
Momentum returns: market, seasonal and aging considerations
Sundaram, Sridhar, (2011)
-
The Conditional Relation between Beta and Returns
Pettengill, Glenn N., (1995)
- More ...