Profitability of momentum strategies in Latin America
Year of publication: |
2020
|
---|---|
Authors: | Berggrun, Luis ; Cardona, Emilio ; Lizarzaburu, Edmundo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 70.2020, p. 1-10
|
Subject: | Momentum | Stock returns | Five-factor model | Emerging markets | Lateinamerika | Latin America | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Rentabilität | Profitability | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | CAPM |
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