Is default risk the hidden factor in mementum returns? : some empirical results
Isabel Abinzano; Luis Muga; Rafael Santamaria
| Year of publication: |
2014
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| Authors: | Abinzano, Isabel ; Muga, Luis ; Santamaría Aquilué, Rafael |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 54.2014, 3, p. 671-698
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| Subject: | Momentum effect | Default risk | Hard to value assets | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Risiko | Risk | Insolvenz | Insolvency | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348098