New evidence on determinants of price momentum in the Japanese stock market
Year of publication: |
2015
|
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Authors: | Teplova, Tamara V. ; Mikova, Evgeniya |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 84-109
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Subject: | Cross section momentum effect | Long-short portfolios | Seasonal effect | Size and value effects | Japanese stock market | Japanese financial system | Ownership structure | Japan | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Eigentümerstruktur | Portfolio-Management | Portfolio selection |
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