Sökning: "Darius Saftoiu"
Hittade 1 uppsats innehållade orden Darius Saftoiu.
1. Frog in the Factor Pan: Continuous information in factor momentum
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Since stock momentum stems from momentum within common risk factors, as shown through recent studies, we test whether Da et al. (2014)'s frog-in-the-pan hypothesis of limited attention is able to explain the persistence of the momentum within factor risk premia. LÄS MER
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