Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises
Author:
Publisher
Elsevier BV
Subject
Finance
Reference8 articles.
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2. A unified theory of underreaction, momentum trading, and overreaction in asset markets;Hong;J. Financ.,1999
3. Individual equity return data from Thomson datastream: handle with care!;Ince;J. Financ. Res.,2006
4. Returns to buying winners and selling losers: implications for stock market efficiency;Jegadeesh;J. Financ.,1993
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets;Finance Research Letters;2022-08
2. Has the current global financial crisis significantly affected momentum profitability?;Cogent Business & Management;2021-01-01
3. The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries;Review of Managerial Science;2020-09-11
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