Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)
Year of publication: |
2017
|
---|---|
Authors: | Geczy, Christopher |
Other Persons: | Samonov, Mikhail (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktie | Share | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Welt | World | Finanzanalyse | Financial analysis |
Extent: | 1 Online-Ressource (77 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 15, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2607730 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Equity Dispersion : Value Stocks Yet to Be Rewarded
Institute, Brandes, (2011)
-
Risk-Managed Industry Momentum and Momentum Crashes
Grobys, Klaus, (2017)
-
Crowded Trades, Short Covering, and Momentum Crashes
Yan, Philip, (2014)
- More ...
-
Two Centuries of Price Return Momentum
Geczy, Christopher, (2020)
-
Two Centuries of Commodity Futures Premia : Momentum, Value and Basis
Geczy, Christopher, (2019)
-
Geczy, Christopher, (2019)
- More ...