Modeling Style Rotation: Switching and Re-Switching
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References listed on IDEAS
- Barberis, Nicholas & Shleifer, Andrei, 2003.
"Style investing,"
Journal of Financial Economics, Elsevier, vol. 68(2), pages 161-199, May.
- Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc.
- Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Scholarly Articles 30747193, Harvard University Department of Economics.
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Cited by:
- Golosov Edward & Satchell Stephen, 2014. "Modeling Style Rotation: Switching and Re-switching," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 103-128, July.
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Keywords
Market dynamics; asset prices; style rotation; momentum investing;All these keywords.
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