O'Donnell, Dan; Baur, Dirk - In: Applied Economics Letters 16 (2009) 11, pp. 1133-1138
This article is the first to study momentum trading strategies in the Irish stock market. The findings can be summarized as follows: (i) unconditional momentum trading strategies do not outperform the market, (ii) winner and loser trading strategies do outperform the market and (iii) controlling...