The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Jared Egginton, Jungshik Hur, Vivek Singh
| Year of publication: |
2019
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| Authors: | Egginton, Jared ; Hur, Jungshik ; Vivek Singh |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 52.2019, 3, p. 759-780
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| Subject: | Momentum | Disposition effect | Elasticity | Substitutability | January seasonality | Saisonale Schwankungen | Seasonal variations | Substitutionselastizität | Elasticity of substitution | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-018-0725-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171725