Style investing, comovement and return predictability

Journal of Financial Economics

Volumn 107, Issue 1, 2013, Pages 136-154

  Wahal, Sunil ^a   Yavuz, M Deniz ^b  

^a ARIZONA STATE UNIVERSITY   (United States)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Behavioral finance; Comovement; Momentum; Return predictability; Style investing

Indexed keywords

EID: 84870325427     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2012.08.005     Document Type: Article

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