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Irrational Exuberance: Momentum Crashes and Speculative Bubbles

  • Chen J
Springer International Publishing, (2016), 301-322
DOI: 10.1007/978-3-319-32711-2_12
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Abstract

The ψ statistic described in Sect. 11.4 is specific to a particular investment vehicle, such as a mutual fund or a hedge fund, whose net inflows and outflows of cash enable us to quantify the gap between hypothetical investment returns and the actual returns...

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Chen, J. M. (2016). Irrational Exuberance: Momentum Crashes and Speculative Bubbles. In Finance and the Behavioral Prospect (pp. 301–322). Springer International Publishing. https://doi.org/10.1007/978-3-319-32711-2_12

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