Momentum and the cross-section of stock volatility (Q2102873)

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Momentum and the cross-section of stock volatility
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    Statements

    title
    Momentum and the cross-section of stock volatility (English)
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    author
    Minyou Fan
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    Fearghal Kearney
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    Youwei Li
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    Jiadong Liu
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    publication date
    12 December 2022
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    zbMATH Keywords
    cross-sectional momentum
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    momentum crashes
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    generalised risk-adjusted momentum
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    excess volatility
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    volatility timing
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    Identifiers

    zbMATH DE Number
    7631998
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    OpenAlex ID
    W4297180987
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