Seasonality and momentum across national equity markets
Year of publication: |
2022
|
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Authors: | Song, Jian ; Balvers, Ronald J. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 61.2022, p. 1-17
|
Subject: | Momentum | National equity markets | Parametric trading strategy | Seasonality | Saisonale Schwankungen | Seasonal variations | Aktienmarkt | Stock market | Welt | World | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
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