Price behavior of small-cap stocks and momentum : a study using principal component momentum
Year of publication: |
2023
|
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Authors: | Eom, Cheoljun ; Park, Jong Won |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-28
|
Subject: | Asian stock markets | Momentum | Principal component momentum | Small-cap stocks | US stock market | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | USA | United States | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments |
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