Noise momentum around the world
Charlie X. Cai, Robert Faff, and Yongcheol Shin
| Year of publication: |
2018
|
|---|---|
| Authors: | Cai, Charlie X. ; Faff, Robert W. ; Shin, Yongcheol |
| Published in: |
Abacus : a journal of accounting, finance and business studies. - Oxford : Wiley-Blackwell, ISSN 1467-6281, ZDB-ID 1480492-X. - Vol. 54.2018, 1, p. 79-104
|
| Subject: | Futures and spot prices | Initial mispricing correction | Limited arbitrage | Noise momentum | Börsenkurs | Share price | Arbitrage | Noise Trading | Noise trading | Anlageverhalten | Behavioural finance | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/abac.12101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011965533