Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Detaylı Bibliyografya
Yayımlandı:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Yazar: McLean, R. David
Materyal Türü: Makale
Dil:English
Konular:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.