The illusory nature of momentum profits
Year of publication: |
2004
|
---|---|
Authors: | Lesmond, David A. ; Schill, Michael J. ; Zhou, Chunsheng |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 71.2004, 2, p. 349-380
|
Subject: | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
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