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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| Format: | Others |
| Language: | en |
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Biblioteca Digitais de Teses e Dissertações da USP
2012
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| Online Access: | http://www.teses.usp.br/teses/disponiveis/12/12138/tde-15032013-165910/ |