搜索结果: 1-7 共查到“Momentum”相关记录7条 . 查询时间(0.136 秒)
Momentum traders in the housing market: survey evidence and a search model
search model survey evidence
2015/7/23
This paper studies household beliefs during the recent US housing boom. The first part
presents evidence from the Michigan Survey of Consumers. To characterize the heterogeneity
in households’...
Complementarities,Momentum,and the Evolution of Modern Manufacturing
Complementarities Momentum Evolution of Modern Manufacturing
2015/7/21
Complementarities,Momentum,and the Evolution of Modern Manufacturing.
Short term momentum profits and their source: a business indicators’ approach
business indicators short term momentum effect “doing business” report CAPM momentum profits
2014/2/24
The main objective of the paper is to seek the source that can explain the momentum profits because the source of momentum profits has been disputed. The secondary objective of the paper is to affirm ...
Physical approach to price momentum and its application to momentum strategy
price momentum momentum/contrarian strategies spontaneous symmetry breaking of arbitrage
2012/9/14
We introduce various definitions for price momentum of financial instruments in quantitative and mathematical ways. Measurement of the price momentum de-rived from the concept of momentum in physics c...
A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum
Price Earnings Momentum
2014/3/18
We examine the role of investor attention in explaining the profitability of price
and earnings momentum strategies. Using trading volume and market state to
measure cross-sectional and time-serie...
Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space
Monte Carlo Characteristic Function Momentum Space
2010/10/29
In mathematical nance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not availabl...
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
Unified Theory Underreaction Momentum Trading Overreaction Asset Markets
2014/3/18
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets。