Understanding momentum and reversal
Bryan T. Kelly, Tobias J. Moskowitz, Seth Pruitt
| Year of publication: |
2021
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|---|---|
| Authors: | Kelly, Bryan T. ; Moskowitz, Tobias J. ; Pruitt, Seth |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 140.2021, 3, p. 726-743
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| Subject: | Conditional betas | Conditional expected returns | Factor model | IPCA | Momentum | Reversal | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Theorie | Theory | Schätzung | Estimation | Betafaktor | Beta risk | Faktorenanalyse | Factor analysis | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.06.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259592