Enhanced momentum strategies
Matthias X. Hanauer, Steffen Windmüller
| Year of publication: |
2023
|
|---|---|
| Authors: | Hanauer, Matthias ; Windmüller, Steffen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 148.2023, p. 1-22
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| Subject: | Anomalies | Asset pricing | International stock markets | Momentum | Aktienmarkt | Stock market | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Welt | World | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2022.106712 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248250