Momentum Strategy on the Swedish Large-Cap Market. : An Empirical Study of the Momentum Strategy on OMXS30

This year (2018), it is 25 years since the Momentum Strategy was first scientifically described. Despite this, the cause of the effect has not surely been concluded although it has been empirically studied in several previous studies. It has been shown to be valid for different kinds of assets. Sinc...

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Bibliographic Details
Main Authors: Hektor, Oskar, Ellborg Hansson, Erik
Format: Others
Language:English
Published: Stockholms universitet, Finansiering 2018
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-163477