Maxing out: the puzzling influence of past maximum returns on future asset prices in a cross-country analysis
Shuonan Yuan, Marc Oliver Rieger, Nilüfer Caliskan
| Year of publication: |
2020
|
|---|---|
| Authors: | Yuan, Shuonan ; Rieger, Marc Oliver ; Caliskan, Nilüfer |
| Published in: |
Management review quarterly. - Cham : Springer, ISSN 2198-1639, ZDB-ID 2743833-8. - Vol. 70.2020, 4, p. 567-589
|
| Subject: | Extreme positive returns | Cross-sectional returns | Factor-model | Idiosyncratic volatility | Kapitaleinkommen | Capital income | Volatilität | Volatility | Portfolio-Management | Portfolio selection | CAPM | Risikoprämie | Risk premium | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11301-019-00176-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012392220