An information diffusion model for momentum effect based on investor wealth
Haijun Yang, Hengshun Ge, Xinpeng Gao
| Year of publication: |
2022
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|---|---|
| Authors: | Yang, Haijun ; Ge, Hengshun ; Gao, Xinpeng |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-19
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| Subject: | Behavior finance | Information diffusion speed | Informed investor | Momentum effect | Wealth distribution of investors | Anlageverhalten | Behavioural finance | Informationsverbreitung | Information dissemination | Portfolio-Management | Portfolio selection | Vermögensverteilung | Wealth distribution | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Theorie | Theory | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101583 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413450