Momentum and the cross-section of stock volatility (Q2102873)
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scientific article; zbMATH DE number 7631998
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Momentum and the cross-section of stock volatility |
scientific article; zbMATH DE number 7631998 |
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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0.7564200162887573
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0.7440366744995117
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0.7273853421211243
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0.7154667973518372
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0.7141927480697632
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