Information percolation, momentum and reversal
Year of publication: |
March 2017
|
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Authors: | Andrei, Daniel ; Cujean, Julien |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 123.2017, 3, p. 617-645
|
Subject: | Asset pricing | Momentum | Information percolation | Equilibrium | Theorie | Theory | Informationsökonomik | Economics of information | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Informationsverbreitung | Information dissemination | Anlageverhalten | Behavioural finance |
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