Sökning: "Frog-in-the-pan hypothesis"

Hittade 1 uppsats innehållade orden Frog-in-the-pan hypothesis.

1. 1. Frog in the Factor Pan: Continuous information in factor momentum

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Darius Saftoiu; Jinyoung Lee; [2022]
   Nyckelord :Momentum; Factor momentum; Frog-in-the-pan hypothesis; Limited attention; Continuous information;

   Sammanfattning : 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