Maxing out: the puzzling influence of past maximum returns on future asset prices in a cross-country analysis
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DOI: 10.1007/s11301-019-00176-3
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More about this item
Keywords
Extreme positive returns; Cross-sectional returns; Factor-model; Idiosyncratic volatility;All these keywords.
JEL classification:
- G4 - Financial Economics - - Behavioral Finance
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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