A risk-return explanation of the momentum-reversal "anomaly"
G. Geoffrey Booth, Hung-Gay Fung, Wai Kin Leung
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Booth, G. Geoffrey ; Fung, Hung-gay ; Leung, Wai K. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 35.2016, p. 68-77
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| Subject: | Asset pricing | Stock returns | Momentum | Market capitalization | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Theorie | Theory | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662718