Momentum: what do we know 30 years after Jegadeesh and Titman's seminal paper?
Year of publication: |
2023
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Authors: | Wiest, Tobias |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 37.2023, 1, p. 95-114
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Subject: | Asset pricing | Behavioral finance | Commonalities | Factor momentum | Industry momentum | Momentum | Residual momentum | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | CAPM | Börsenkurs | Share price | Welt | World | Kapitalmarkttheorie | Financial economics | Aktienmarkt | Stock market |
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