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Tekijä: | Goetzmann, W. N. Massa, M. |
Otsikko: | Daily momentum and contrarian behaviour of index fund investors |
Lehti: | Journal of Financial and Quantitative Analysis
2002 : SEP, VOL. 37:3, p. 375-389 |
Asiasana: | INDEXATION INVESTMENT INVESTORS UNIT TRUSTS |
Kieli: | eng |
Tiivistelmä: | The authors use a two-year panel of individual accounts in an S&P index mutual fund to examine the trading and investment behavior of more than 91 000 investors who have chosen a low-cost, passively managed vehicle for savings. They identify classes of momentum investors and contrarian investors. |
SCIMA