Contrarians, extrapolators, and stock market momentum and reversal
Adem Atmaz, Huseyin Gulen, Stefano Cassella, Fangcheng Ruan
| Year of publication: |
2024
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|---|---|
| Authors: | Atmaz, Adem ; Gulen, Huseyin ; Cassella, Stefano ; Ruan, Fangcheng |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 9, p. 5949-5984
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| Subject: | autocorrelation | contrarians | extrapolative expectations | extrapolators | momentum | reversal | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Theorie | Theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4960 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015137979