Momentum and disposition effect in the US stock market
This paper examines whether momentum drives the disposition effect and vice versa in the US stock market. The results from the analysis of the Fama-Macbethregressions show that the disposition effect drives momentum but not the other way around. Furthermore, we find that this relationship varies ove...
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| Auteurs principaux: | , |
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| Format: | article |
| Langue: | EN |
| Publié: |
Taylor & Francis Group
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/eec6a3b1f9384315bc9f743a39d990d6 |
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