New empirical evidence on the investment success of momentum strategies based on relative stock prices
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 39 (2012)
Issue (Month): 1 (July)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Market efficiency; Trading strategies; Momentum strategies; G14; G11;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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