Is factor momentum greater than stock momentum?
Antoine Falck, Adam Rej and David Thesmar
| Year of publication: |
2021
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|---|---|
| Authors: | Falck, Antoine ; Rej, Adam ; Thesmar, David |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 10.2021, 4, p. 43-68
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| Subject: | asset pricing | factor returns | factor momentum | stock momentum | mean reversion | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | CAPM | Mean Reversion | Mean reversion | Anlageverhalten | Behavioural finance | Faktorenanalyse | Factor analysis | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2021.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335802