Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Mohamed S. Ahmed, Mohammad Alhadab
| Year of publication: |
2020
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| Authors: | Ahmed, Mohamed S. ; Alhadab, Mohammad |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 78.2020, p. 355-371
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| Subject: | Asymmetric volatility | High-tech firms | Idiosyncratic risk | Low-tech firms | Momentum | US | Volatilität | Volatility | Hochtechnologie | High technology | USA | United States | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2020.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012431325