Explaining and predicting momentum performance shifts across time and sectors
Konstantinos Mamais, Dimitrios Thomakos, Prodromos Vlamis
| Year of publication: |
2025
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|---|---|
| Authors: | Mamais, Konstantinos ; Thomakos, Dimitrios D. ; Vlamis, Prodromos |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 3, p. 960-977
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| Subject: | market efficiency | asset pricing | forecasting | prediction | momentum portfolios | sectoral characteristics | trend following | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Prognose | Forecast | Finanzanalyse | Financial analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3232 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374212