An analysis on the predictability of CAPM beta for momentum returns
| Year of publication: |
2018
|
|---|---|
| Authors: | Cenesizoglu, Tolga ; Papageorgiou, Nicolas ; Reeves, Jonathan J. ; Wu, Haifeng |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 0277-6693, ZDB-ID 2001645-1. - Vol. 38.2018, 2 (12.10.), p. 136-153
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2552 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082013