On the treatment of the momentum factor in accounting-based anomalies : a discussion
Philip Keejae Hong, Kyonghee Kim, and Sukesh Patro
| Year of publication: |
2024
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|---|---|
| Authors: | Hong, Philip K. ; Kim, Kyonghee ; Patro, Sukesh |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 3445-3461
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| Subject: | Accounting anomalies | Momentum factor | Post-earnings-announcement drift | Return momentum effect | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Ankündigungseffekt | Announcement effect | Rechnungswesen | Accounting | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050146