Investor clientele and intraday patterns in the cross section of stock returns
Jian Chen, Ahmad Haboub, Ali Khan, Syed Mahmud
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Jian ; Haboub, Ahmad ; Khan, Ali ; Mahmud, Syed |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 64.2025, 2, p. 757-797
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| Subject: | Emerging markets | Intraday momentum | Investor composition | Limits of arbitrage | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schwellenländer | Emerging economies | Arbitrage | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | CAPM | Volatilität | Volatility | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-024-01319-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015194606