The post-cost profitability of momentum trading strategies : further evidence from the UK
Year of publication: |
2007
|
---|---|
Authors: | Agyei-Ampomah, Sam |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 13.2007, 4, p. 776-802
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Effizienzmarkthypothese | Efficient market hypothesis | Großbritannien | United Kingdom | 1988-2003 |
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