Momentum and the Halloween Indicator : evidence of a new seasonal pattern in momentum returns
Ajay Bhootra
| Year of publication: |
2019
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|---|---|
| Authors: | Bhootra, Ajay |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 26-31
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| Subject: | Halloween Indicator | Momentum | Stock Return Seasonality | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.04.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420974