Risk Aversion with Local Risk Seeking and Stock Returns: Evidence from the UK Market
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.2011.02243.x/fullpdf
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2. The Post-Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK;Agyei-Ampomah;European Financial Management,2007
3. Research and Development Activity and Expected Returns in the United Kingdom;Al-Horani;European Finance Review,2003
4. Short Sales Constraints and Momentum in Stock Returns;Ali;Journal of Business Finance & Accounting,2006
5. The CAPM Over the Long Run: 1926-2001;Ang;Journal of Empirical Finance,2007
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