Momentum in real economy and industry stock returns
Year of publication: |
2021
|
---|---|
Authors: | Eichel, Ron |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 32.2021, p. 1-11
|
Subject: | Factor investing | Size | Economic sectors | Investments | Market returns | Momentum | Real sectors | Kapitaleinkommen | Capital income | Branche | Economic sector | Investition | Investment | Portfolio-Management | Portfolio selection | CAPM | Betriebsgröße | Firm size | Schätzung | Estimation |
-
Multifactor Funds vs. Homemade Factor Diversification Strategies
Estrada, Javier, (2023)
-
On the interaction between momentum effect and size effect
Alhenawi, Yasser, (2015)
-
Atanasov, Victoria, (2013)
- More ...
-
Irregularities in forward-looking volatility
Qadan, Mahmoud, (2022)
-
Seasonal and calendar effects and the price efficiency of cryptocurrencies
Qadan, Mahmoud, (2022)
- More ...