Is default risk the hidden factor in momentum returns? Some empirical results
This is the peer reviewed version of the following article: Abinzano, I., Muga, L. and Santamaria, R. (2014), Is default risk the hidden factor in momentum returns? Some empirical results. Account Finance, 54: 671–698, which has been published in final form at doi:10.1111/acfi.12021. This article ma...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión aceptada para publicación |
| Fecha de publicación: | 2014 |
| País: | España |
| Institución: | Universidad Pública de Navarra |
| Repositorio: | Academica-e. Repositorio Institucional de la Universidad Pública de Navarra |
| OAI Identifier: | oai:academica-e.unavarra.es:2454/18752 |
| Acceso en línea: | https://hdl.handle.net/2454/18752 |
| Access Level: | acceso abierto |
| Palabra clave: | Momentum effect Default risk Hard to value assets |
| Sumario: | This is the peer reviewed version of the following article: Abinzano, I., Muga, L. and Santamaria, R. (2014), Is default risk the hidden factor in momentum returns? Some empirical results. Account Finance, 54: 671–698, which has been published in final form at doi:10.1111/acfi.12021. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving. |
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