Non-parametric momentum based on ranks and signs
Tsung-Yu Chen, Pin-Huang Chou, Kuan-Cheng Ko, S. Ghon Rhee
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Tsung-Yu ; Chou, Pin-huang ; Ko, Kuan-Cheng ; Rhee, S. Ghon |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 60.2021, p. 94-109
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| Subject: | Price momentum | Rank | Salience | Sign | Ranking-Verfahren | Ranking method | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692984