Has momentum lost its momentum?
Year of publication: |
January 2017
|
---|---|
Authors: | Bhattacharya, Debarati ; Li, Wei-Hsien ; Sonaer, Gokhan |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 48.2017, 1, p. 191-218
|
Subject: | Momentum | Market efficiency | Market anomaly | Asset pricing | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Schätzung | Estimation | Momentenmethode | Method of moments |
-
Overlapping momentum portfolios
Blanco, Ivan, (2023)
-
Daniel, Kent, (2016)
-
Momentum effect in US stocks : an exponential effect
Alhenawi, Yasser, (2013)
- More ...
-
Has Momentum Lost Its Momentum?
Bhattacharya, Debarati, (2018)
-
Has Momentum Lost Its Momentum?
Bhattacharya, Debarati, (2019)
-
Product market threat and corporate investment
Bhattacharya, Debarati, (2018)
- More ...