A timing momentum strategy
Chaonan Lin, Nien-Tzu Yang, Robin K. Chou, Kuan-Cheng Ko
| Year of publication: |
2022
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|---|---|
| Authors: | Lin, Chaonan ; Yang, Nien-Tzu ; Chou, Robin K. ; Ko, Kuan-Cheng |
| Published in: |
Accounting and finance. - Melbourne : Wiley-Blackwell, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 62.2022, S1, p. 1339-1379
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| Subject: | Information uncertainty | Momentum investing | Moving average | Return predictability | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Zeit | Time | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schätzung | Estimation | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/acfi.12825 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187792