Revisiting disposition effect and momentum : a quantile regression perspective
Mohamed S. Ahmed, John A. Doukas
| Year of publication: |
2021
|
|---|---|
| Authors: | Ahmed, Mohamed Shaker ; Doukas, John A. |
| Subject: | Disposition effect | Momentum | Quantile regression analysis | Grinblatt and Han (2005) | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00919-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012498621