KANDIR, Serkan Yilmaz; INAN, Halime - In: Journal of BRSA Banking and Financial Markets 5 (2011) 2, pp. 51-70
Aim of this study is to investigate profitability of momentum investment strategy in ISE. Sample of the study consists of the stocks traded in National Market of ISE from July 2000 to June 2010. We use 3, 6, 9, 12 month holding and testing periods. Performance of momentum strategy is tested by...