Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Adam Zaremba, Mehmet Umutlu, Alina Maydybura
| Year of publication: |
2020
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|---|---|
| Authors: | Zaremba, Adam ; Umutlu, Mehmet ; Maydybura, Alina |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 121.2020, p. 1-18
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| Subject: | Behavioral finance | Country returns | Equity anomalies | Industry returns | International investment | Investor learning | Long-run reversal | Low-risk | Market efficiency | Momentum | Return predictability | Seasonality | Size | Structural breaks | Value | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Rentabilität | Profitability | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Welt | World | Schätzung | Estimation | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105966 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012521610