Crash-based quantitative trading strategies : perspective of behavioral finance
Yan Fang, Jie Yuan, J. Jimmy Yang, Shangjun Ying
| Year of publication: |
2022
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|---|---|
| Authors: | Fang, Yan ; Yuan, Jie ; Yang, J. Jimmy ; Ying, Shangjun |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-7
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| Subject: | Behavioral finance | Crash factor | Market timing | Momentum-reversal strategy | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Finanzmarkt | Financial market | Unternehmensfinanzierung | Corporate finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102185 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014578148