Positional momentum and liquidity management : a bivariate rank approach
Akram Panahidargahloo
| Year of publication: |
2020
|
|---|---|
| Authors: | Panahidargahloo, Akram |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-23
|
| Subject: | Positional momentum strategy | Gaussian ranks | Panel VAR model | Positional momentum portfolio | Positional liquid portfolio | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | VAR-Modell | VAR model | Theorie | Theory | Momentenmethode | Method of moments | Ranking-Verfahren | Ranking method | Liquidität | Liquidity | Betriebliche Liquidität | Corporate liquidity | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656981