Profitability of momentum strategies in internatinal markets : the role of business cycle variables and behavioural biases
Year of publication: |
2007
|
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Authors: | Antoniou, Antonios ; Lam, Herbert Y. T. ; Paudyal, Krishna |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 3, p. 955-972
|
Subject: | Konjunktur | Business cycle | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | 1977-2002 |
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