Combining value and momentum: evidence from the Nordic equity market
Sign Up to like & getrecommendations! Published in 2019 at "Applied Economics"
DOI: 10.1080/00036846.2018.1558364
Abstract: ABSTRACT This is the first article that explores the recently proposed average ranking approach for the value and momentum strategy in the Nordic equity market offering an exceptional experimental environment. Our results indicate that in… read more here.
Keywords: equity market; value; value momentum; nordic equity ... See more keywords