Momentum and the cross-section of stock volatility (Q2102873)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Momentum and the cross-section of stock volatility |
scientific article |
Statements
Momentum and the cross-section of stock volatility (English)
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12 December 2022
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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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