Work

Revisiting disposition effect and momentum: a quantile regression perspective

Year: 2020

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-020-00919-4

Authors: Mohamed S. Ahmed, John A. Doukas

Institutions: Applied Science University, Old Dominion University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3047547622

FWCI: 0.955

Cites: 66

Cited by: 18

Related to: 10