Explore the latest books of this year!
Bookbot

What causes Momentum Returns? Evidence from different Asset Classes

More about the book

Focusing on the phenomenon of momentum in financial markets, this seminar paper explores asset-specific and cross-asset explanations for its occurrence. It examines the literature on stock momentum and other asset classes, identifying overlaps between the two. Additionally, the paper defines momentum as an anomaly, considering both rational and behavioral perspectives. It highlights contradictory observations while outlining potential consistencies within the momentum theory, providing a comprehensive analysis for understanding this complex financial concept.

Book purchase

What causes Momentum Returns? Evidence from different Asset Classes, Fabian Hertel

Language
Released
2022
product-detail.submit-box.info.binding
(Paperback)
We’ll email you as soon as we track it down.

Payment methods

No one has rated yet.Add rating