Discussion of "Momentum and autocorrelation in stock returns"
Year of publication: |
2002
|
---|---|
Authors: | Chen, Joseph ; Hong, Harrison G. |
Other Persons: | Lewellen, Jonathan (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 2, p. 565-573
|
Subject: | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Momentenmethode | Method of moments |
-
Is factor momentum greater than stock momentum?
Falck, Antoine, (2021)
-
Ma, Siyuan, (2022)
-
Cross-stock momentum and factor momentum
Yan, Jingda, (2023)
- More ...
-
Breadth of ownership and stock returns
Chen, Joseph, (2002)
-
Breadth of ownership and stock returns
Chen, Joseph, (2001)
-
Forecasting crashes : trading volume, past returns and conditional skewness in stock prices
Chen, Joseph, (2000)
- More ...