Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
advanced for the momentum profit.
The CAPM also fails to explain the time-series variations of stock market returns since
many …
between the CAPM anomalies and the time-series stock return predictability. In particular, we
try to understand the sources of … decent description for the time-series variations of individual
stocks: The cross-sectional average of the adjusted R …