Style investing, comovement and return predictability
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 |
-
Investor sentiment, style investing, and momentum
Ashour, Samar, (2023)
-
Asymmetric effect of style comovement on momentum
Hsu, Ching-Chi, (2019)
-
Style investing, momentum, and co-movement
Wu, Chunchi, (2024)
- More ...
-
Is idiosyncratic risk conditionally priced?
Mehra, Rajnish, (2021)
-
Busse, Jeffrey A., (2011)
-
Is idiosyncratic risk conditionally priced?
Mehra, Rajnish, (2021)
- More ...