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~language:"und"
~person:"Schmeling, Maik"
~subject:"Limits to arbitrage"
~subject:"growth stocks"
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Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of Financial Economics
106
(
2012
)
3
,
pp. 660-684
. However, there seem to be very effective limits to
arbitrage
that prevent momentum returns from being easily exploitable in …
Persistent link: https://www.econbiz.de/10010587981
Saved in:
2
Investor sentiment and stock returns: Some international evidence
Schmeling, Maik
-
Wirtschaftswissenschaftliche Fakultät, Leibniz …
-
2008
We examine whether consumer confidence - as a proxy for individual investor sentiment - affects expected stock returns internationally in 18 industrialized countries. In line with recent evidence for the U.S., we find that sentiment negatively forecasts aggregate stock market returns on average...
Persistent link: https://www.econbiz.de/10005464759
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