An explanation for momentum with a rational model under symmetric information - Evidence from cross country equity markets

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of international financial markets, institutions & money
1. Verfasser:	Koziol, Christian (VerfasserIn)
Weitere Verfasser:	Proelss, Juliane (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2021
Schlagworte:	Reason for momentum > Market efficiency > Rational representative investor > Lognormal distribution > Time series momentum > Risk aversion > Cross-country evidence > Aufsatz in Zeitschrift
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Titel	Jahr	Band
Special issue: International bond and debt market integration	2006	16.2006,1
Special issue: Foreign direct investment in banking	2002	12.2002,4/5
Capital market integration : special issue	2001	11.2001, 3/4
Central bank intervention : special issue	2000	10.2000, 3/4
International market microstructure : special issue	1998	8 (1998),3/4
European financial and stock markets	1996	6 (1996),2/3
European financial institutions, investment banking and foreign exchange markets	1995	5 (1995),2/3