Trading strategies based on past returns : evidence from Germany
Year of publication: |
May 2017
|
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Authors: | Schmidt, Martin H. |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 31.2017, 2, p. 201-256
|
Subject: | Momentum | Stock reversal | Contrarian | Transaction costs | Predictability | Deutschland | Germany | Kapitaleinkommen | Capital income | Transaktionskosten | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
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