摘要 : In this paper, we find that price and earnings momentum are pervasive features of international equity markets even when controlling for data-snooping biases. For Europe, we show price momentum to be subsumed by earnings momentum ... 展开
作者 | Markus Leippold Harald Lohre |
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作者单位 | |
期刊名称 | 《The European journal of finance》 |
页码/总页数 | p.535-573 / 39 |
语种 | 英语 |
关键词 | earnings momentum price momentum market efficiency multiple hypothesis testing information uncertainty liquidity |
DOI | org/10.1080/1351847X.2011.628683 |
馆藏号 | F-399 |