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- W1982133670 abstract "The puzzling evidence of seemingly high momentum returns is related to an understanding of risk as a simple covariance. However, by applying a prospect-theoretical assessment of US stock momentum returns we provide a possible direction for explaining the puzzle." @default.
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- W1982133670 date "2006-12-01" @default.
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- W1982133670 title "A prospect-theoretical interpretation of momentum returns" @default.
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- W1982133670 doi "https://doi.org/10.1016/j.econlet.2006.06.011" @default.
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