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On the source of contrarian and momentum strategies in the Italian equity market

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  • Mengoli, Stefano

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Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 13 (2004)
Issue (Month): 3 ()
Pages: 301-331

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Handle: RePEc:eee:finana:v:13:y:2004:i:3:p:301-331

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Web page: http://www.elsevier.com/locate/inca/620166

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Cited by:
  1. Benouda Sioud, Olfa & Ben Mhenni Haj Youssef, Houda & El Moubarki, Lassad, 2009. "Can diversification degree amplify momentum and contrarian anomalies ?," Economics Papers from University Paris Dauphine 123456789/3323, Paris Dauphine University.
  2. Paola Brighi & Stefano d’Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper Series 31_10, The Rimini Centre for Economic Analysis.
  3. Bigelli, Marco & Croci, Ettore, 2013. "Dividend privileges and the value of voting rights: Evidence from Italy," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 94-107.
  4. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June.
  5. Houda Ben Mhenni Haj Youssef & Lassad El Moubarki & Olfa Benouda Sioud, 2010. "Can diversification degree amplify momentum and contrarian anomalies?," Review of Accounting and Finance, Emerald Group Publishing, vol. 9(1), pages 50-64, February.

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