The role of industry effects in simultaneous reversal and momentum patterns in one-month stock returns
Year of publication: |
2016
|
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Authors: | Simpson, Marc W. ; Grossman, Axel |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 17.2016, 4, p. 309-320
|
Subject: | Price reversal | Industry Momentum | Overreaction Hypothesis | Trading strategy | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns |
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