Re-examining differences between momentum and time series momentum among individual stocks
Yuandong Mu and Chaohua He
| Year of publication: |
2019
|
|---|---|
| Authors: | Mu, Yuandong ; He, Chaohua |
| Subject: | anomalies | asset pricing | Momentum | time series momentum | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2019.1584362 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204837