The impact of oil price and exchange rate on momentum strategy profits in stock market : evidence from oil-rich developing countries
Year of publication: |
2021
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Authors: | Zolfaghari, Mehdi ; Sahabi, Bahram |
Published in: |
Review of managerial science : RMS. - Berlin : Springer, ISSN 1863-6691, ZDB-ID 2365045-X. - Vol. 15.2021, 7, p. 1981-2023
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Subject: | Momentum | Markov switching | Oil price | Macroeconomic variables | Ölpreis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility | Entwicklungsländer | Developing countries | Schätzung | Estimation | Wechselkurs | Exchange rate | Wirkungsanalyse | Impact assessment | Kointegration | Cointegration |
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