Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Xehetasun bibliografikoak
Argitaratua izan da:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Egile nagusia: McLean, R. David
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.