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