Idiosyncratic risk, long-term reversal, and momentum.

Detalles Bibliográficos
Publicado en:	Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autor Principal:	McLean, R. David
Formato:	Artigo
Idioma:	English
Subjects:	Arbitrage. Risk management. Rates of return. Opportunity costs. Regression analysis.