Showing 11 - 20 of 978
Persistent link: https://www.econbiz.de/10010364175
Persistent link: https://www.econbiz.de/10010399480
Persistent link: https://www.econbiz.de/10010415828
Persistent link: https://www.econbiz.de/10011450054
Persistent link: https://www.econbiz.de/10012670740
Persistent link: https://www.econbiz.de/10012807008
Persistent link: https://www.econbiz.de/10012667995
Persistent link: https://www.econbiz.de/10012483223
Persistent link: https://www.econbiz.de/10012495319
returns following positive factor returns. Currency momentum longs the factors following positive factor returns and shorts … them following losses. Factor momentum not only outperforms currency momentum but also explains it, whereas idiosyncratic … returns do not contain or explain momentum. Further evidence shows that factor momentum is inconsistent with the time …
Persistent link: https://www.econbiz.de/10012244553