The winner-loser effect in the Tunisian stock market: A multidimensional risk-based explanation
The purpose of this paper is to examine the winner-loser effect in the Tunisian stock market for the period 1974–2013. We found evidence of market-adjusted return reversal of the winner and the loser portfolios for different formation periods. We re-examined this anomaly in a multidimensional risk c...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier
2017-09-01
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| coleção: | Borsa Istanbul Review |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S2214845016301302 |
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