Momentum and autocorrelation in stock returns
Year of publication: |
2002
|
---|---|
Authors: | Lewellen, Jonathan |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 2, p. 533-563
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Branche | Economic sector | Betriebsgröße | Firm size | Marktwert | Market value | USA | United States | Buchwert | Book value | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | 1941-1999 |
-
Building growth and value hybrid valuation model with errors-in-variables regression
Kong, Derick, (2019)
-
UK evidence on the characteristics versus covariance debate
Lee, Edward, (2007)
-
The book-to-market equity ratio as a proxy for risk: evidence from Australian markets
Dempsey, Michael, (2010)
- More ...
-
Institutional Investors and Corporate Governance : The Incentive to Be Engaged
LEWELLEN, JONATHAN, (2021)
-
A skeptical appraisal of asset-pricing tests
Lewellen, Jonathan, (2006)
-
Lewellen, Jonathan, (2010)
- More ...