An explanation for momentum with a rational model under symmetric information - Evidence from cross country equity markets
Christian Koziol, Juliane Proelss
| Year of publication: |
2021
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|---|---|
| Authors: | Koziol, Christian ; Proelss, Juliane |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 70.2021, p. 1-20
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| Subject: | Reason for momentum | Market efficiency | Rational representative investor | Lognormal distribution | Time series momentum | Risk aversion | Cross-country evidence | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2020.101258 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668191