Konu "Momentum strategies" için İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management listeleme
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Flight to quality and the predictability of reversals: The role of market states and global factors
(Elsevier Science BV, 2017-12)This paper examines the time-series predictability of reversals in an emerging stock market, Borsa Istanbul. We show that short-term reversals, thus the payoffs to the contrarian strategy, are predictable with the market ...