Concurrent momentum and contrarian strategies in the Australian stock market
Minh Phuong Doan (School of Accounting, Economics and Finance, Deakin University, Melbourne, Australia), Vitali Alexeev (Tasmanian School of Business and Economics, University of Tasmania, Hobart, Australia), Robert Brooks (Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia)
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Doan, Minh-Phuong ; Alexeev, Vitali ; Brooks, Robert |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 41.2016, 1, p. 77-106
|
| Subject: | Model-based bootstrap | momentum and contrarian strategies | technical analysis | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Momentenmethode | Method of moments | Bootstrap-Verfahren | Bootstrap approach | Australien | Australia | 1992-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0312896214534864 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011479132