Risk factor and industry effects in the cross-country comovement of momentum returns
Year of publication: |
2010
|
---|---|
Authors: | Naranjo, Andy ; Porter, Burt |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 29.2010, 2, p. 275-299
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Korrelation | Correlation | Internationaler Finanzmarkt | International financial market | Risikoprämie | Risk premium | Welt | World |
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