The profitability of trading strategies based on historical prices and risk : evidence from Thailand
Year of publication: |
2021
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Authors: | Surachai Chancharat ; Parichat Sinlapates |
Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 14.2021, 4, p. 323-331
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Subject: | trading strategies | contrarian profit | Fama and French's (2015) five-factor model | risk | cyclical stock | Thailand | Portfolio-Management | Portfolio selection | Rentabilität | Profitability | Kapitaleinkommen | Capital income | CAPM | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Gewinn | Profit |
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