Momentum Trading, Return Chasing and Predictable Crashes
Year of publication: |
2014-11-13
|
---|---|
Authors: | Chabot, Benjamin ; Ghysels, Eric ; Jagannathan, Ravi |
Institutions: | Federal Reserve Bank of Chicago |
Subject: | Momentum | crashes | return chasing |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Series Number WP-2014-27 43 pages |
Classification: | G1 - General Financial Markets ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Momentum Trading, Return Chasing, and Predictable Crashes
Chabot, Benjamin, (2014)
-
Global Private Information in International Equity Markets
Albuquerque, Rui, (2006)
-
Kaizoji, Taisei, (2008)
- More ...
-
Momentum trading, return chasing, and predictable crashes
Chabot, Benjamin, (2014)
-
Momentum Trading, Return Chasing, and Predictable Crashes
Ghysels, Eric, (2014)
-
Momentum Trading, Return Chasing, and Predictable Crashes
Chabot, Benjamin, (2014)
- More ...