Time-varying expected momentum profits
Dongcheol Kim
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Dongcheol ; Roh, Tai-Yong ; Min, Byoung-Kyu ; Byun, Suk Joon |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 191-215
|
| Subject: | Momentum | Time-varying expected returns | Markov switching regression model | Business cycle | Procyclicality | Growth options | Konjunktur | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Erwartungsbildung | Expectation formation |
| 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/10010508045