An institutional theory of momentum and reversal :: Dimitri Vayanos :: Paul Woolley Centre for the Study of Capital Market Disfunctionality 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title An institutional theory of momentum and reversal
Author Dimitri Vayanos
Contributors Paul Woolley, Paul Woolley Centre for the Study of Capital Market Dysfunctionality, Paul Woolley Centre for the Study of Capital Market Dysfunctionality
Publisher Paul Woolley Centre for the Study of Capital Market Disfunctionality
Publication date 2011
Publication location London
Language English

Descriptive Notes

"Revised version of Paul Woolley Centre working paper series no 1, FMG discussion paper no 621."
"January 2011."

Topics

Investments :: Econometric models
Assets (Accounting) :: Prices :: Econometric models
Portfolio management :: Econometric models

Catalogue Data

OBNB ID GBB200048
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.60151

ISBD

P1008>Rev. Rev. ed.
P1053 78 p.
P1042 Includes bibliographical references.

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An institutional theory of momentum and reversal by Dimitri Vayanos. Published by Paul Woolley Centre for the Study of Capital Market Disfunctionality in 2011. Publication and catalogue information, links to buy online and reader comments.