Return dispersion and conditional momentum returns : international evidence
Year of publication: |
2018
|
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Authors: | Docherty, Paul ; Hurst, Gareth |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 50.2018, p. 263-278
|
Subject: | International momentum | Return dispersion | Kapitaleinkommen | Capital income | Welt | World | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Portfolio-Investition | Foreign portfolio investment |
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