An Institutional Theory of Momentum and Reversal
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- Dimitri Vayanos & Paul Woolley, 2013. "An Institutional Theory of Momentum and Reversal," The Review of Financial Studies, Society for Financial Studies, vol. 26(5), pages 1087-1145.
- Vayanos, Dimitri & Woolley, Paul, 2011. "An institutional theory of momentum and reversal," LSE Research Online Documents on Economics 24423, London School of Economics and Political Science, LSE Library.
- Dimitri Vayanos & Paul Woolley, 2008. "An Institutional Theory of Momentum and Reversal," FMG Discussion Papers dp621, Financial Markets Group.
- Dimitri Vayanos & Paul Woolley, 2011. "An institutional Theory of Momentum and Reversal," FMG Discussion Papers dp666, Financial Markets Group.
- Dimitri Vayanos & Paul Woolley, 2008. "An Institutional Theory of Momentum and Reversal," NBER Working Papers 14523, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Delegated portfolio management; Limits to arbitrage; Momentum; Reversal;All these keywords.
JEL classification:
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G1 - Financial Economics - - General Financial Markets
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