Why does return predictability concentrate in bad times?

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Bibliographische Detailangaben
Veröffentlicht in:The journal of finance
1. Verfasser: Cujean, Julien (VerfasserIn)
Weitere Verfasser: Hasler, Michael (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2017
Schlagworte:
Equilibrium Asset Pricing > Learning > Disagreement > Business Cycle > Predictability > Times Series Momentum > Momentum Crashes > Aufsatz in Zeitschrift
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