Does the momentum gap explain momentum in Taiwan?
Chaonan Lin, Kuan-Cheng Ko, Nien-Tzu Yang
| Year of publication: |
2022
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|---|---|
| Authors: | Lin, Chaonan ; Ko, Kuan-Cheng ; Yang, Nien-Tzu |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 72.2022, p. 1-9
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| Subject: | Momentum gap | Momentum return predictability | Taiwan stock market | Taiwan | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Momentenmethode | Method of moments | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101732 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370560