Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Detalhes bibliográficos
Publicado no:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autor principal: McLean, R. David
Formato: Artigo
Idioma:English
Assuntos:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.