Investigating the Effect of Momentum Strategies on Investment Success in the Iran Stock Market
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References listed on IDEAS
- Carlos Forner & Joaquín Marhuenda, 2003. "Contrarian and Momentum Strategies in the Spanish Stock Market," European Financial Management, European Financial Management Association, vol. 9(1), pages 67-88.
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- Ben Marshall & Rachael Cahan, 2005. "Is the 52-week high momentum strategy profitable outside the US?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(18), pages 1259-1267.
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KeywordsMomentum trading strategies; 52high Momentum strategy; absolute 52high momentum strategy; size;
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