Momentum? What Momentum?
Year of publication: |
2020
|
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Authors: | Theissen, Erik ; Yilanci, Can |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Momentum | Risk adjustment | Time-series regression |
Series: | CFR Working Paper ; 20-09 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1738482677 [GVK] hdl:10419/226389 [Handle] RePEc:zbw:cfrwps:2009 [RePEc] |
Classification: | c58 ; G12 - Asset Pricing |
Source: |
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Theissen, Erik, (2020)
-
Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
Aye, Goodness C., (2014)
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Forecasting the Equity Risk Premium: The Role of Technical Indicators
Neely, Christopher J., (2011)
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Theissen, Erik, (2021)
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Theissen, Erik, (2020)
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Do Retail Investors Have a Preference for Low-priced Stocks?
Yilanci, Can, (2022)
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