Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Bibliografski detalji
Izdano u:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Glavni autor: McLean, R. David
Format: Članak
Jezik:English
Teme:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.