Time-series momentum trading strategies in the global stock market
Year of publication: |
April 2015
|
---|---|
Authors: | Chakrabarti, Gagari |
Published in: |
Business economics : the journal of the National Association for Business Economists. - London : Palgrave Macmillan, ISSN 0007-666X, ZDB-ID 963268-2. - Vol. 50.2015, 2, p. 80-90
|
Subject: | time-series trading strategies | global stock market | momentum trading | Aktienmarkt | Stock market | Welt | World | Zeitreihenanalyse | Time series analysis | Internationaler Finanzmarkt | International financial market | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading |
-
Fan, Minyou, (2018)
-
Momentum effect in Indian stock market : a sectoral study
Garg, Ashish Kumar, (2015)
-
The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy, (2014)
- More ...
-
Time series momentum trading in green stocks
Chakrabarti, Gagari, (2020)
-
Sarkar, Amitava, (2009)
-
Evidence of chaos : a tale of two exchange rates
Sen, Chitrakalpa, (2011)
- More ...