THE ANALYSIS OF PREDICTABILITY OF SHARE PRICE CHANGES USING THE MOMENTUM MODEL

Within the context of behavioral finance, there is increasing evidence on predicting the stock returns based on several variables specific for each company. One of these anomalies also identified as the one which is most difficult to explain within the context of traditional price paradigms, is the...

Full description

Bibliographic Details
Main Authors: Tatjana Stanivuk, Alan Škarica, Tonći Tokić
Format: Article
Language:English
Published: Croatian Operational Research Society 2012-12-01
Series:Croatian Operational Research Review
Subjects:
Online Access:http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=142473