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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality

  • Boise State University
  • University of Michigan

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)759-780
Number of pages22
JournalReview of Quantitative Finance and Accounting
Volume52
Issue number3
DOIs
StatePublished - Apr 1 2019

ASJC Scopus Subject Areas

  • Accounting
  • General Business,Management and Accounting
  • Finance

Keywords

  • Disposition effect
  • Elasticity
  • January seasonality
  • Momentum
  • Substitutability

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