Past price changes, trading volume and prediction of portfolio returns : evidence from select emerging markets
Sanjay Sehgal (Department of Financial Studies, University of Delhi, New Delhi, India), and Vibhuti Vasishth (Department of Commerce, Kamala Nehru College, University of Delhi, New Delhi, India)
| Year of publication: |
2015
|
|---|---|
| Authors: | Sehgal, Sanjay ; Vasishth, Vibhuti |
| Published in: |
Journal of advances in management research : JAMR. - Bingley : Emerald, ISSN 0972-7981, ZDB-ID 2529536-6. - Vol. 12.2015, 3, p. 330-356
|
| Subject: | Behavioural finance | Asset pricing | Investment strategies | Price momentum | Volume momentum | Anlageverhalten | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Schwellenländer | Emerging economies | CAPM | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JAMR-10-2014-0056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011507420