Revisiting the momentum effect in Taiwan : the role of persistency
Year of publication: |
2023
|
---|---|
Authors: | Chen, Hong-Yi ; Hsieh, Chia-Hsun ; Lee, Cheng F. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 78.2023, p. 1-24
|
Subject: | Heterogeneous beliefs | Momentum persistency | Taiwan stock market | Underreaction | Taiwan | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
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