Short-Term Momentum and Long-Term Reversal of Returns under Limited Enforceability and Belief Heterogeneity
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- Beker, Pablo & Emilio ESPINO, 2015. "Short-Term Momentum and Long-Term Reversal of Returns under Limited Enforceability and Belief Heterogeneity," CRETA Online Discussion Paper Series 11, Centre for Research in Economic Theory and its Applications CRETA.
- Beker, Pablo F. & Espino, Emilio, 2015. "Short-Term Momentum and LongTerm Reversal of Returns under Limited Enforceability and Belief Heterogeneity," Economic Research Papers 269729, University of Warwick - Department of Economics.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Momentum and Reversal in Financial Markets with Persistent Heterogeneity,"
LEM Papers Series
2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
More about this item
KeywordsAnomalies ; Limited Enforceability ; Constrained Pareto Optimality ; Recursive Methods;
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