Sector Rotation Strategy Applied on the Swedish Stock Market : Do Swedish sector indices experience momentum effects?
This thesis is an empirical analysis on momentum effects on the Swedish stock exchange’s sector indicesduring the period 2001 to 2009. The momentum effect is investigated by buying previous winner andshort selling previous losers with holding and formation periods over an intermediate time period (1...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Företagsekonomiska institutionen
2009
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-101015 |