Where has the trend gone? An update on momentum returns in the US stock market
US stocks between 1968 and 1989. They found that buying so-called winner stocks (defined
as the top 10% of stocks with the highest returns over the past 3, 6, 9, or 12 months) and …
as the top 10% of stocks with the highest returns over the past 3, 6, 9, or 12 months) and …
What is behind the financial performance of ethical funds? A study of the American market
R Burlacu, I Girerd-Potin, D Dupré - Performance of Mutual Funds: An …, 2007 - Springer
The financial literature on ethical funds is flourishing. According to the Social Investment
Forum—the trade association of the US social investment industry—December 2003, the …
Forum—the trade association of the US social investment industry—December 2003, the …
Momentum anomaly and performance of the momentum investment strategy in Helsinki Stock Exchange
M Sabir - 2021 - lutpub.lut.fi
This thesis aims to examine momentum anomaly and momentum investment strategy in the
Helsinki Stock Exchange. This thesis utilises a six-month momentum strategy and the …
Helsinki Stock Exchange. This thesis utilises a six-month momentum strategy and the …
[PDF][PDF] Analysis of investor behavior in an artificial stock market
C Weitert - … of the 25th International Conference of …, 2007 - proceedings.systemdynamics.org
Analysis of Investor Behavior in an Artificial Stock Market Introduction Page 1 Analysis of
Investor Behavior in an Artificial Stock Market Christian Weitert Industrieseminar, Mannheim …
Investor Behavior in an Artificial Stock Market Christian Weitert Industrieseminar, Mannheim …
Exploiting Industry Momentum with Sector Funds: The Case of the European Market
R Burlacu, P Fontaine, S Jimenez-Garces - Diversification and Portfolio …, 2007 - Springer
Academics and practitioners show a tremendous interest in the trending behavior of stock
prices. A wide empirical literature establishes that common stocks exhibiting high returns on …
prices. A wide empirical literature establishes that common stocks exhibiting high returns on …
[PDF][PDF] Momentum-strategia Helsingin arvopaperipörssissä: kaupankäyntivolyymin ja yhtiökoon vaikutus
J Kohtamäki - 2015 - osuva.uwasa.fi
Momentum, eli hintojen jatkuva kehitys, on yksi tunnetuimmista ilmiöistä osakemarkkinoilla.
Ilmiötä on pidetty pitkän aikaa anomaliana, mutta nyt uudet tutkimukset ovat lähestyneet sitä …
Ilmiötä on pidetty pitkän aikaa anomaliana, mutta nyt uudet tutkimukset ovat lähestyneet sitä …
Momentum change, industry group rotation and portfolio returns
MM Islam, L Gomes - Journal of Asset Management, 2011 - Springer
Prior research on momentum investing shows that over the intermediate term (3–12 months)
stocks that outperform (underperform) in a previous time period continue to do so in a …
stocks that outperform (underperform) in a previous time period continue to do so in a …
[PDF][PDF] Performance Evaluation of Small Cap Equity Funds: How Fund Specific Variables, Business Conditions and Fund Objectives Affect the Abnormal Performance
Performance Evaluation of Small Cap Equity Funds: How Fund Specific Variables, Business
Conditions and Fund Objectives Affect the Abnormal Performance Page 3 International …
Conditions and Fund Objectives Affect the Abnormal Performance Page 3 International …
Lisää ylituottoa kalenterianomalioita ja teknisiä anomalioita yhdistelemällä?: Testaus DAX-osakeindeksillä
L Heittola - 2017 - trepo.tuni.fi
Tutkielmassa tarkastellaan, onko piensijoittajan mahdollista saavuttaa riskikorjattuja
ylituottoja kolmea tunnettua markkina-anomaliaa hyödyntämällä. Perinteisen rahoitusteorian …
ylituottoja kolmea tunnettua markkina-anomaliaa hyödyntämällä. Perinteisen rahoitusteorian …
[CITATION][C] Sector Fund Performance and Fund Flow Over the Business Cycle
A Kaushik, AK Pennathur, S Barnhart