Coskewness and reversal of momentum returns : the US and international evidence
Liang Dong, Yiqing Dai, Tariq Haque, Hung Wan Kot, Takeshi Yamada
| Year of publication: |
2022
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|---|---|
| Authors: | Dong, Liang ; Dai, Yiqing ; Haque, Tariq ; Kot, Hung Wan ; Yamada, Takeshi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 69.2022, p. 241-264
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| Subject: | Coskewness | Momentum | Reversal risk | Kapitaleinkommen | Capital income | USA | United States | Portfolio-Management | Portfolio selection | CAPM | Welt | World | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013478531