Daily momentum and contrarian behvior of index fund investors
By: William N. Goetzmann, M. Massa.
Contributors: Massa, Massimo.; INSEAD.
Series: Working papers -- 2000/38/FIN; Working papers (INSEAD, R & D) -- 2000/38/FIN.
Publisher: INSEAD
Published: 2000
Place of publication: fontainebleau
Language: eng
Number of pages: 46
Notes: Includes bibliographical references.