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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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  • Mengoli, Stefano, 2004. "On the source of contrarian and momentum strategies in the Italian equity market," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 301-331.
  • Handle: RePEc:eee:finana:v:13:y:2004:i:3:p:301-331
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    Cited by:

    1. 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.
    2. Luis Muga & Rafael Santamaría, 2007. "The Momentum Effect in Latin American Emerging Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(4), pages 24-45, August.
    3. repec:dau:papers:123456789/3323 is not listed on IDEAS
    4. Olfa Chaouachi & Fatma Wy?me Ben Mrad Douagi, 2014. "Overreaction Effect in the Tunisian Stock Market," Journal of Asian Business Strategy, Asian Economic and Social Society, vol. 4(11), pages 134-140, November.
    5. 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, Rimini Centre for Economic Analysis.
    6. PAOLA BRIGHI & STEFANO d'ADDONA & ANTONIO CARLO FRANCESCO DELLA BINA, 2013. "The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 42(2), pages 103-133, July.
    7. repec:eco:journ1:2017-02-30 is not listed on IDEAS
    8. 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.
    9. 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.

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