Improving factor momentum : statistical significance matters
Yangyi Liu, Ronghua Luo, Senyang Zhao
| Year of publication: |
2023
|
|---|---|
| Authors: | Liu, Yangyi ; Luo, Ronghua ; Zhao, Senyang |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 233.2023, p. 1-5
|
| Subject: | Statistical factor momentum | Pairwise t-test | Volatility | False discoveries | Volatilität | Statistischer Test | Statistical test | Börsenkurs | Share price | Faktorenanalyse | Factor analysis | Wertpapierhandel | Securities trading | Statistische Methodenlehre | Statistical theory | Statistische Methode | Statistical method | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2023.111444 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014507002