Decomposing the momentum in the Japanese stock market

DOI10.1007/S10690-023-09413-YzbMATH Open1542.91377MaRDI QIDQ6563713FDOQ6563713

Authors: Yasuhiro Iwanaga, Takehide Hirose, Tomohiro Yoshida 

Publication date: 27 June 2024

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

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zbMATH Keywords

Japandecompositionbehavioral financemomentum

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Prospect Theory: An Analysis of Decision under Risk

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