The role of industry effects in simultaneous reversal and momentum patterns in one-month stock returns
Marc W. Simpson and Axel Grossman
| Year of publication: |
2016
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|---|---|
| Authors: | Simpson, Marc W. ; Grossman, Axel |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 17.2016, 4, p. 309-320
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| Subject: | Price reversal | Industry Momentum | Overreaction Hypothesis | Trading strategy | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2016.1203323 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698931