Coskewness and reversal of momentum returns: The US and international evidence
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DOI: 10.1016/j.jempfin.2022.10.004
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- Chen, Yan & Liu, Yakun & Zhang, Feipeng, 2024. "Coskewness and the short-term predictability for Bitcoin return," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
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More about this item
Keywords
Reversal risk; Coskewness; Momentum;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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