Understanding the nature of the risks and the source of the rewards to momentum investing
Bruce D. Grundy; J. Spencer Martin
| Year of publication: |
2001
|
|---|---|
| Authors: | Grundy, Bruce D. ; Martin, J. Spencer |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 14.2001, 1, p. 29-78
|
| Subject: | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Betafaktor | Beta risk | Gewinn | Profit | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | USA | United States | 1926-1995 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001543104