The effect of short-term return reversals on momentum profits
Year of publication: |
2021
|
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Authors: | Sim, Myounghwa ; Kim, Hee-Eun |
Published in: |
Journal of derivatives and quantitative studies. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 29.2021, 3, p. 174-189
|
Subject: | Momentum profit | Short-term return reversals | Echo effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Gewinn | Profit |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-02-2021-0005 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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