Optimality of Momentum and Reversal
Year of publication: |
2016
|
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Authors: | He, Xuezhong |
Other Persons: | Li, Kai (contributor) ; Li, Youwei (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income | Informationsökonomik | Economics of information |
Extent: | 1 Online-Ressource (52 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 15, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2467392 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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