Do winners perform better than losers? : a stochastic dominance approach
Year of publication: |
2006
|
---|---|
Authors: | Wong, Wing Keung ; Thompson, Howard Elliott ; Wei, Steven X. ; Chow, Ying-Foon |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 4.2006, p. 219-254
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States |
-
Feasible earnings momentum in the U.S. stock market : an investor's perspective
Krauss, Christopher, (2015)
-
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao, (2023)
-
Mandelbrot market-model and momentum
Berghorn, Wilhelm, (2017)
- More ...
-
On the unavoidability of "unscientific" judgment in estimating the cost of capital
Thompson, Howard Elliott, (1991)
-
Was there abnormal trading in the S&P 500 index options prior to the September 11 attacks?
Wong, Wing Keung, (2011)
-
Stochastic dominance and applications to finance, risk and economics
Songsak Sriboonchitta, (2010)
- More ...