The profitability of momentum trading strategies: A comparisonbetween stock markets in the Netherlands and Germany

Can momentum trading strategies beat Dutch or German stock market indices? If so, dothose strategies show significant positive net returns? For the period from March 2009 to March 2016this appears to be the case for only one out of the nine momentum trading strategies investigated withrespect to the...

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Bibliographic Details
Main Author: Weil, Oliver
Format: Others
Language:English
Published: Uppsala universitet, Företagsekonomiska institutionen 2017
Subjects:
G11
G14
G15
G19
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-328144