Residual momentum in Japan
Year of publication: |
2018
|
---|---|
Authors: | Chang, Rosita P. ; Ko, Kuan-Cheng ; Nakano, Shinji ; Rhee, S. Ghon |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 45.2018, p. 283-299
|
Subject: | Information discreteness | Investor underreaction | Japanese market | Limited attention | Residual momentum strategies | Total return momentum strategies | Japan | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Wertpapierhandel | Securities trading |
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