Market volatility, momentum, and reversal : a switching strategy
Hilal Anwar Butt, James W. Kolari, Mohsin Sadaqat
| Year of publication: |
2024
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| Authors: | Butt, Hilal Anwar ; Kolari, James W. ; Sadaqat, Mohsin |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 5, p. 460-478
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| Subject: | Momentum | Market volatility | Momentum crashes | Reversal | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00372-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192322