Momentum returns in Australian equities : the influences of size, risk, liquidity and return computation
Year of publication: |
2004
|
---|---|
Authors: | Demir, Isabelle ; Muthuswamy, Jayaram ; Walter, Terry S. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 12.2004, 2, p. 143-158
|
Subject: | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Rentabilität | Profitability | Australien | Australia | 1990-2001 |
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