Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Bibliografiska uppgifter
I publikationen:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Huvudupphovsman: McLean, R. David
Materialtyp: Artikel
Språk:English
Ämnen:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.