Time-series momentum in nearly 100 years of stock returns
Bryan Y. Lim, Jiaguo (George) Wang, Yaqiong Yao
| Year of publication: |
December 2018
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|---|---|
| Authors: | Lim, Bryan Y. ; Wang, Jiaguo ; Yao, Yaqiong |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 97.2018, p. 283-296
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| Subject: | Time-series stock momentum | Return predictability | Market efficiency | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011968748