Sources of momentum profits in international stock markets
Year of publication: |
2014
|
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Authors: | Park, Kyung-in ; Kim, Dongcheol |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 54.2014, 2, p. 567-589
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Subject: | Cross-sectional dispersion in expected returns | Decomposition of momentum profits | Intertemporal stock returns | Price momentum | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | CAPM | Prognoseverfahren | Forecasting model | Gewinn | Profit |
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