S&P global sector survivals : momentum effects in sector indices underlying iShares
Hartwig Kos; Natasa Todorovic
| Year of publication: |
2008
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|---|---|
| Authors: | Kos, Hartwig ; Todorovic, Natasa |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 48.2008, 3, p. 520-540
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| Subject: | Aktienindex | Stock index | Momentenmethode | Method of moments | Branche | Economic sector | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | USA | United States | 1998-2006 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003747264