Market volatility, momentum, and reversal: a switching strategy.

Autor: Butt, Hilal Anwar1 (AUTHOR), Kolari, James W.2 (AUTHOR) j-kolari@tamu.edu, Sadaqat, Mohsin1 (AUTHOR)
Zdroj: Journal of Asset Management. Sep2024, Vol. 25 Issue 5, p460-478. 19p.
Databáze: Business Source Ultimate