Momentum turning points
Christian L. Goulding, Campbell R. Harvey, Michele G. Mazzoleni
| Year of publication: |
2023
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|---|---|
| Authors: | Goulding, Christian L. ; Harvey, Campbell R. ; Mazzoleni, Michele G. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 149.2023, 3, p. 378-406
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| Subject: | Time-series momentum | Turning points | Volatility timing | Market timing | Trend following | Momentum speed | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Zeit | Time | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2023.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014419608