Left-tail momentum : underreaction to bad news, costly arbitrage and equity returns
Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas, A. Doruk Gunaydin
| Year of publication: |
2020
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|---|---|
| Authors: | Atilgan, Yigit ; Bali, Turan G. ; Demirtas, K. Ozgur ; Günaydin, A. Doruk |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 135.2020, 3, p. 725-753
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| Subject: | Costly arbitrage | Equity returns | Investor inattention | Left-tail risk | Momentum | Retail investors | Kapitaleinkommen | Capital income | Arbitrage | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Kapitalanlage | Financial investment | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543218