Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Sonraí bibleagrafaíochta
Foilsithe in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Príomhchruthaitheoir: McLean, R. David
Formáid: Alt
Teanga:English
Ábhair:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.