The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
| Year of publication: |
2006
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|---|---|
| Authors: | Antoniou, Antonios ; Galariotis, Emilios C. ; Spyrou, Spyros I. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 18, p. 1317-1330
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