Short-term residual reversal
David Blitz; Joop Huij; Simon Lansdorp; Marno Verbeek
| Year of publication: |
2013
|
|---|---|
| Authors: | Blitz, David ; Huij, Joop ; Lansdorp, Simon D. ; Verbeek, Marno |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 16.2013, 3, p. 477-504
|
| Subject: | Short-term reversal | Dynamic risks | Residual returns | Trading costs | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010348522