Time-series momentum as an intra- and inter-industry effect : implications for market efficiency
Andrei Shynkevich
| Year of publication: |
2013
|
|---|---|
| Authors: | Shynkevich, Andrei |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 69.2013, p. 64-85
|
| Subject: | Time-series momentum | Return predictability | Data snooping bias | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
| 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/10010236660