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Within the field of momentum effects, we investigates whether a zero-investment strategy, where a short position in a portfolio of previously bad performing stocks finance a long position in a portfolio of past well performing stocks, generate positive returns in the period 1987 to 2008. The primary focus is to examine whether it is possible to earn abnormal returns from such a strategy and if the...
By Johan Lunden
Paperback: 68 pages
Publisher: VDM Verlag Dr. Müller (August 25, 2010)
Language: English
ISBN-10: 363921594X
ISBN-13: 978-3639215946
Product Dimensions: 5.9 x 0.2 x 8.7 inches
Amazon Rank: 18491014
Format: PDF Text TXT book
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- Momentum Profits and Return Persistence on the Swedish Stock Market: A Case Study pdf
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