Momentum in Australian Stock Returns: An Update
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More about this item
Keywords
Stock returns; Momentum portfolios; Size effect;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2008-08-21 (Corporate Finance)
- NEP-FMK-2008-08-21 (Financial Markets)
- NEP-RMG-2008-08-21 (Risk Management)
Statistics
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