Herding for profits : market breadth and the cross-section of global equity returns
Year of publication: |
2021
|
---|---|
Authors: | Zaremba, Adam ; Szyszka, Adam ; Karathanasopoulos, Andreas ; Mikutowski, Mateusz |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 97.2021, p. 348-364
|
Subject: | Asset pricing | Herding | Market breadth | Portfolio allocation | Return predictability | Herdenverhalten | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance |
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