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股票短期报酬反转还是动量的研究综述

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摘要 短期报酬究竟是反转还是动量,不同的文章根据不同的理论原因、实证中不同的变量,得出了不一致的结论。本文对研究美国市场股票的短期报酬的文章进行一个整理,最后得出结论。
作者 刘玥 王春源
出处 《中国市场》 2015年第35期49-50,共2页 China Market
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