Momentum and Contrarian Stock-Market Indices
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References listed on IDEAS
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More about this item
KeywordsMomentum index; Contrarian index; Performance measurement; Turnover; Momentum factor; Behavioral finance;
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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