Momentum and disposition effect : the impact of capital gains and temporal variation in price elasticity of demand of stocks
Year of publication: |
2012
|
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Authors: | Hur, Jungshik ; Vivek Singh |
Published in: |
Journal of world economic review. - New Delhi : Serials Publ., ISSN 0973-4368, ZDB-ID 2467379-1. - Vol. 7.2012, 2, p. 127-145
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Preiselastizität | Price elasticity | Momentenmethode | Method of moments | Schätzung | Estimation | USA | United States | 1965-2008 |
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