Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Bibliografiset tiedot
Julkaisussa:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Päätekijä: McLean, R. David
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.