Merło, Paweł; Konarzewski, Patryk - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 56-64
momentum effect. This study performed on the Stock Exchange in Warsaw has shown that the momentum effect occurred throughout … the entire analyzed time period. Positive returns demonstrated for investment strategies based on the momentum effect were … investments based on the momentum effect were statistically higher in January than in the other months, which was caused by the …