Momentum strategy and credit risk
Year of publication: |
2014
|
---|---|
Authors: | Lu, Su-lien ; Lee, Kuo-jung ; Yu, Chia-chang |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 10/12, p. 753-762
|
Subject: | credit risk | momentum strategy | January effect | business cycle | Kreditrisiko | Credit risk | Theorie | Theory | Konjunktur | Business cycle | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Volatilität | Volatility |
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