The momentum strategies and salience : evidence from the Korean stock market
Year of publication: |
2022
|
---|---|
Authors: | Sim, Myounghwa ; Kang, Jangkoo ; Kim, Hee-Eun ; Lee, Eunmee |
Published in: |
Emerging markets, finance and trade : EMFT. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 11, p. 3177-3190
|
Subject: | idiosyncratic momentum | Momentum profit | rank momentum | salience theory | sign momentum | Südkorea | South Korea | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Momentenmethode | Method of moments |
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