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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Daniel, Kent"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Daniel, Kent
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The North American journal of economics and finance : a journal of financial economics studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
2
Columbia Business School Research Paper
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Fama-Miller Working Paper
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Momentum crashes
Daniel, Kent
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Moskowitz, Tobias J.
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2014
Persistent link: https://www.econbiz.de/10010413176
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Tail risk in momentum strategy returns
Daniel, Kent
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Jagannathan, Ravi
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Kim, Soohun
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2012
Persistent link: https://www.econbiz.de/10009562288
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