Daily momentum and contrarian behavior of index fund investors
By: William N. Goetzmann, Massimo Massa.
Contributors: Massa, Massimo.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7567; Working paper series (National Bureau of Economic Research) -- working paper no. 7567.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 48
Subjects: Index mutual funds -- United States.; Investments -- United States.
Other titles: Behavior of index fund investors
Notes: "February 2000."

Includes bibliographical references (p. 30-34).

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