Momentum and reversal : information from prior returns
Year of publication: |
2024
|
---|---|
Authors: | Kolari, James W. ; Shin, Sang-Ook |
Subject: | Momentum | Reversal | Stock Returns | Volatility | Kapitaleinkommen | Capital income | Volatilität | Börsenkurs | Share price | Theorie | Theory | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis |
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