Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises
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DOI: 10.1016/j.frl.2017.05.013
Abstract: We investigate the profitability and return patterns of momentum strategies in 10 European countries. Using data from December 2003 to December 2015, we find momentum returns to be lower than to those reported in previous… read more here.
Keywords: momentum returns; european equity; strategies european; momentum strategies ... See more keywords