Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan
© 2017 Informa UK Limited, trading as Taylor & Francis Group We test the behavioural theories of overconfidence and underreaction on cross-sectional (CS) and time-series (TS) momentum returns in the Japanese stock markets. Both CS and TS momentum returns are large and significant when the mark...
| Main Authors: | , , |
|---|---|
| Format: | Journal Article |
| Published: |
Routledge
2017
|
| Online Access: | http://hdl.handle.net/20.500.11937/66365 |