internationalmomentumstrategies

PDF | This paper applies recent econometric tests of stochastic dominance to examine an enduring puzzle in finance: the momentum effect in stock returns.

由 JI XiUQiNG 著作 — The simple investing strategy of buying stocks that have won in the past and selling short stocks that have lost appears significantly prof-.

由 A Wouassom 著作 · 2022 · 被引用 2 次 — We investigate momentum strategies in international equity markets. International investors that switch back and forth from one country to the other based ...

由 KG Rouwenhorst 著作 · 1998 · 被引用 2934 次 — International equity markets exhibit mediumn-term return continuation. Between. 1980 and 1995 an internationally diversified portfolio of past medium-term ...

由 KG Rouwenhorst 著作 · 1998 · 被引用 2934 次 — An internationally diversified portfolio of past Winners outperformed a portfolio of past Losers by about 1 percent per month. These relative ...

由 KG Rouwenhorst 著作 · 1997 · 被引用 2934 次 — Because momentum strategies are relatively easy to implement, the results pose a challenge to our understanding of how information is incorporated into prices ...

由 WM Fong 著作 · 2005 · 被引用 216 次 — This paper applies recent econometric tests of stochastic dominance to examine an enduring puzzle in finance: the momentum effect in stock returns (J.

由 K Chan 著作 · 2000 · 被引用 733 次 — First, we implement the momentum strategies based on individual stock market indices. As a grow- ing number of international equity funds gain access to foreign ...

由 胡銘顯 著作 · 2009 — International Momentum Strategies and Seasonal Effects. 胡銘顯(Ming-Shien Hu) ... international momentum trading strategies in both developed and emerging markets.