The Information in Book-to-Market Profits for Momentum
Year of publication: |
2009
|
---|---|
Authors: | McKeon, Ryan |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Rentabilität | Profitability | Gewinn | Profit | Portfolio-Management | Portfolio selection | Informationswert | Information value | Finanzanalyse | Financial analysis |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1118754 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
On the Determinants of Pairs Trading Profitability
Jacobs, Heiko, (2016)
-
Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts
Baule, Rainer, (2020)
-
Miwa, Kotaro, (2013)
- More ...
-
What caused the 1987 stock market crash and lessons for the 2008 crash
McKeon, Ryan, (2009)
-
Options expected returns : variation by moneyness and maturity
McKeon, Ryan, (2011)
-
Returns from trading call options
McKeon, Ryan, (2013)
- More ...