Reexamining momentum profits : underreaction or overreaction to firm-specific information?
Jungshik Hur, Vivek Singh
| Year of publication: |
February 2016
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|---|---|
| Authors: | Hur, Jungshik ; Vivek Singh |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 46.2016, 2, p. 261-289
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| Subject: | Momentum | Cointegration | Underreaction | Overreaction | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-014-0469-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011588318