Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors
Bob Li; Thomas Stork; Daniel Chai; Mong Shan Ee; Hong Nee Ang
Year of publication: |
2014
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Authors: | Li, Bob ; Stork, Thomas ; Chai, Daniel ; Ee, Mong Shan ; Ang, Hong Nee |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 27.2014, p. 19-31
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Subject: | Momentum | Short-selling ban | Risk factors | Australien | Australia | Risiko | Risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Leerverkauf | Short selling | Wertpapierhandel | Securities trading | Spekulation | Speculation |
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