Momentum is really short-term momentum
Year of publication: |
2015
|
---|---|
Authors: | Gong, Qiang ; Liu, Ming ; Liu, Qianqiu |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 169-182
|
Subject: | Momentum | Reversal | Seasonality | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Saisonale Schwankungen | Seasonal variations | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Momentenmethode | Method of moments | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model |
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