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...
Main Author: | Weil, Oliver |
---|---|
Format: | Others |
Language: | English |
Published: |
Uppsala universitet, Företagsekonomiska institutionen
2017
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-328144 |
Similar Items
-
Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies
by: Lobão Júlio
Published: (2018-09-01) -
EFFICIENCE DES MARCHES BOURSIERS : QU’EST-CE QUI MARGINALISE L’AFRIQUE ?
by: Mathieu AVOUTOU
Published: (2018-12-01) -
Does short-term technical trading exist in the Vietnamese stock market?
by: Duc Khuong Nguyen, et al.
Published: (2021-03-01) -
Post-earnings announcement drift: Evidence from Turkey
by: Aykut Ahlatcıoğlu, et al.
Published: (2021-03-01) -
Term premium in emerging market sovereign yields: Role of common and country specific factors
by: İbrahim Özbek, et al.
Published: (2020-12-01)