Style investing, comovement and return predictability
Sunil Wahal; Deniz M. Yavuz
| Year of publication: |
2013
|
|---|---|
| Authors: | Wahal, Sunil ; Yavuz, Deniz M. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 107.2013, 1, p. 126-154
|
| Subject: | Style investing | Momentum | Return predictability | Comovement | Behavioral finance | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| 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/10009715836