Alpha momentum and alpha reversal in country and industry equity indexes
Adam Zaremba, Mehmet Umutlu, Andreas Karathanasopoulos
| Year of publication: |
2019
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|---|---|
| Authors: | Zaremba, Adam ; Umutlu, Mehmet ; Karathanasopoulos, Andreas |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 53.2019, p. 144-161
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| Subject: | Alpha momentum | Alpha reversal | Asset pricing | Country momentum | Country reversal | Equity anomalies | Industry momentum | Industry reversal | International investment | The cross-section of returns return predictability | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | Welt | World | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171632