Momentum and reversal effects in Brazil

Momentum and reversal effects in Brazil

In financial markets, momentum effect can be defined as the tendency of prices to maintain their short term movements. On the other hand, reversal effect is usually understood to be the change in direction of long term price movements. This paper examines whether momentum and reversal effects were i...

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Bibliographic Details
Main Author: Improta, João Paulo de Barros
Other Authors: Bueno, Rodrigo de Losso da Silveira
Format: Others
Language:en
Published: Biblioteca Digitais de Teses e Dissertações da USP 2012
Subjects:
Ações
Anomalias de mercado
Brasil
Brazil
Economia
Economy
Efeito contrário
Efeito momento
Fama & French
Finanças
Finance
Financial market anomalies
Momentum effect
Reversal effect
Stocks
Online Access:http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-165910/

Internet

http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-165910/

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