The relevance of information and trading costs in explaining momentum profits : evidence from optioned and non-optioned stocks
Sina Badreddine, Emilios C. Galariotis, Phil Holmes
| Year of publication: |
2012
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|---|---|
| Authors: | Badreddine, Sina ; Galariotis, Emilios C. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 3, p. 589-608
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| Subject: | Momentum | Information | Bid-ask spread | Options | Geld-Brief-Spanne | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Transaktionskosten | Transaction costs | Theorie | Theory | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009623543