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Estimating the negative impact of "noise" on the returns of cap-weighted portfolios in various segments of the equity markets
Fuller, Russell J.; Han, Bing; Tung, Yining - In: Journal of investment management : JOIM 10 (2012) 3, pp. 49-74
Persistent link: https://www.econbiz.de/10009656742
Cover Image
Estimating the negative impact of "noise" on the returns of cap-weighted portfolios in various segments of the equity markets
Fuller, Russell J.; Han, Bing; Tung, Yining - In: Journal of investment management : JOIM 10 (2012) 3, pp. 49-74
Persistent link: https://www.econbiz.de/10010048636