Do style momentum strategies produce abnormal returns : evidence from index investing
Zugang Liu, Jia Wang
| Year of publication: |
2018
|
|---|---|
| Authors: | Liu, Zugang ; Wang, Jia |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 12.2018, 2, p. 63-75
|
| Subject: | Style Momentum | Value | Growth | Large Cap | Small Cap | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011926723