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Selected Works of Jungshik Hur
Article
The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Review of Quantitative Finance and Accounting (2019)
  • Jared Egginton, Boise State University
  • Jungshik Hur, Louisiana Tech University
  • Vivek Singh, University of Michigan
Link
Disciplines
Publication Date
April 1, 2019
DOI
10.1007/s11156-018-0725-6
Citation Information
Jared Egginton, Jungshik Hur and Vivek Singh. "The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality" Review of Quantitative Finance and Accounting Vol. 52 Iss. 3 (2019) p. 759 - 780
Available at: http://works.bepress.com/jungshik-hur/2/