A trend factor : Any economic gains from using information over investment horizons?
Yufeng Han, Guofu Zhou, Yingzi Zhu
| Year of publication: |
November 2016
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|---|---|
| Authors: | Han, Yufeng ; Zhou, Guofu ; Zhu, Yingzi |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 122.2016, 2, p. 352-375
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| Subject: | Trends | Moving averages | Asymmetric information | Predictability | Momentum | Factor models | Prognoseverfahren | Forecasting model | Asymmetrische Information | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Finanzanalyse | Financial analysis | Faktorenanalyse | Factor analysis | Investition | Investment | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2016.01.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590910