The momentum gap and return predictability
Year of publication: |
2022
|
---|---|
Authors: | Huang, Simon |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 7, p. 3303-3336
|
Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Industrieländer | Industrialized countries | 1926-2016 |
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