Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10009513850
In this study, we examine several aspects of the momentum strategies such as profitability, risk-based explanation, and decomposition of the momentum profits. For this purpose, we use weekly and monthly data of 581 firms listed at the Pakistan Stock Exchange (PSX) for the period 2004-2014. We...
Persistent link: https://www.econbiz.de/10012944383
Persistent link: https://www.econbiz.de/10011972739
Persistent link: https://www.econbiz.de/10012167852
Persistent link: https://www.econbiz.de/10011753762