What can explain momentum? : evidence from decomposition
Jiaqi Guo, Peng Li, Youwei Li
| Year of publication: |
2022
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|---|---|
| Authors: | Guo, Jiaqi ; Li, Peng ; Li, Youwei |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 8, p. 6184-6218
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| Subject: | momentum | momentum candidate variables | momentum crashes | momentum decomposition | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Dekompositionsverfahren | Decomposition method | Momentenmethode | Method of moments | Volatilität | Volatility | Wertpapierhandel | Securities trading | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2021.4135 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013372945