The relevance of information and trading costs in explaining momentum profits : evidence from optioned and non-optioned stocks
Year of publication: |
2012
|
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Authors: | Badreddine, Sina ; Galariotis, Emilios C. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 3, p. 589-608
|
Subject: | Momentum | Information | Bid-ask spread | Options | Geld-Brief-Spanne | Kapitaleinkommen | Capital income | Transaktionskosten | Transaction costs |
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