The idiosyncratic momentum anomaly
Year of publication: |
2020
|
---|---|
Authors: | Blitz, David ; Hanauer, Matthias ; Vidojevic, Milan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 932-957
|
Subject: | Asset pricing | Idiosyncratic momentum | Momentum crashes | Risk management | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikomanagement | CAPM | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Börsenkurs | Share price | Risikoprämie | Risk premium | Welt | World | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Wertpapierhandel | Securities trading |
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