Decomposing the momentum in the Japanese stock market

DOI10.1007/S10690-023-09413-YMaRDI QIDQ6563713zbMATH OpenFDO

Authors Yasuhiro Iwanaga, Takehide Hirose, Tomohiro Yoshida

Publication date 27 June 2024

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

Full work available at URL https://doi.org/10.1007/S10690-023-09413-Y

zbMATH Keywords

behavioral financedecompositionJapanmomentum

Mathematics Subject Classification ID

Financial markets (91G15)

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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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