The MAX effect: European evidence
Walkshäusl, Christian
(2014)
The MAX effect: European evidence.
Journal of Banking & Finance 42, pp. 1-10.
Date of publication of this fulltext: 12 Nov 2020 10:06
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| Item type | Article | ||||
| Journal or Publication Title | Journal of Banking & Finance | ||||
| Publisher: | ELSEVIER SCIENCE BV | ||||
|---|---|---|---|---|---|
| Place of Publication: | AMSTERDAM | ||||
| Volume: | 42 | ||||
| Page Range: | pp. 1-10 | ||||
| Date | 2014 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder) | ||||
| Identification Number |
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| Keywords | EXPECTED STOCK-RETURNS; CROSS-SECTION; INDIVIDUAL STOCKS; MARKET; VOLATILITY; MOMENTUM; SIZE; RISK; PROFITABILITY; SEASONALITY; Maximum daily return; Cross-sectional return predictability; International markets; Idiosyncratic volatility; Cash flow volatility; Profitability | ||||
| Dewey Decimal Classification | 600 Technology > 650 Management & auxiliary services | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 44132 |
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