Short-term reversals : the effects of past returns and institutional exits
Si Cheng, Allaudeen Hameed, Avanidhar Subrahmanyam, and Sheridan Titman
| Year of publication: |
February 2017
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|---|---|
| Authors: | Cheng, Si ; Hameed, Allaudeen ; Subrahmanyam, Avanidhar ; Titman, Sheridan |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 1, p. 143-173
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| Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Marktliquidität | Market liquidity | Anlageverhalten | Behavioural finance | Institutioneller Investor | Institutional investor | USA | United States | 19802011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109016000958 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011667711