Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Bibliographische Detailangaben
Veröffentlicht in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
1. Verfasser: McLean, R. David
Format: Artikel
Sprache:English
Schlagworte:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.