Andreu, Laura; Swinkels, Laurens; Tjong-A-Tjoe, Liam - In: Financial Markets and Portfolio Management 27 (2013) 2, pp. 127-148
-tradable assets. We analyze the profitability of country and industry momentum strategies using actual price data on exchange traded … funds (ETFs). We find that over the sample periods during which these ETFs were traded, an investor would have been able to …