a. Differentiate the following terms/concepts: a. Momentum and reversal b. Mean-reversion and continuation scenarios in BSV model
Question:
a. Momentum and reversal
b. Mean-reversion and continuation scenarios in BSV model
c. Size factor and book-to-market factor
d. Risk-based and behavioral explanations (for anomalies)
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a Momentum is positive correlation in returns and reversal is negative correlation in return...View the full answer
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Related Book For
Behavioral Finance Psychology Decision-Making and Markets
ISBN: 978-0324661170
1st edition
Authors: Lucy Ackert
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