A trend factor: Any economic gains from using information over investment horizons?
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DOI: 10.1016/j.jfineco.2016.01.029
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More about this item
Keywords
Trends; Moving averages; Asymmetric information; Predictability; Momentum; Factor models;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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