Momentum and reversal strategies with low uncertainty
Year of publication: |
2024
|
---|---|
Authors: | Wang, Wenhao ; Zhang, Qingyi ; An, Pengda ; Cai, Feifei |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 68.2024, Art.-No. 105970, p. 1-9
|
Subject: | Market entry timing | Model (un)certainty | Momentum trading | Reversal trading | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Markteintritt | Market entry | Theorie | Theory | Zeit | Time | Risiko | Risk | Wertpapierhandel | Securities trading | Entscheidung unter Unsicherheit | Decision under uncertainty |
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