Estimating the negative impact of "noise" on the returns of cap-weighted portfolios in various segments of the equity markets
Russell J. Fuller; Bing Han and Yining Tung
| Year of publication: |
2012
|
|---|---|
| Authors: | Fuller, Russell J. ; Han, Bing ; Tung, Yining |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 10.2012, 3, p. 49-74
|
| Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Marktsegmentierung | Market segmentation | Noise Trading | Noise trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10009656742