Momentum and reversal in financial markets with persistent heterogeneity
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Publication:2292037
DOI10.1007/s10436-019-00353-0zbMath1431.91375OpenAlexW3013305186WikidataQ127066370 ScholiaQ127066370MaRDI QIDQ2292037
Daniele Giachini, Pietro Dindo, Giulio Bottazzi
Publication date: 31 January 2020
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: http://www.lem.sssup.it/WPLem/2018-04.html
market efficiencyheterogeneous beliefsspeculationevolutionary financelong-term reversalshort-term momentum
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