Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hovedforfatter: McLean, R. David
Format: Article
Sprog:English
Fag:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.