The 52-week high and momentum investing : implications for asset pricing models
Year of publication: |
2017
|
---|---|
Authors: | Lobão, Júlio ; Fernandes, João Meira |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 18.2017, 2, p. 349-376
|
Subject: | 52-week high | Momentum | Asset pricing models | CAPM | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitalmarkttheorie | Financial economics |
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