This paper aims to contribute to the literature on momentum by documenting the performance of a variety of momentum strategies in the S&P/ASX100 index, and subsequently investigating whether the performance of these momentum strategies was affected by the Global Financial Crisis (GFC). Prior...

The development of the Financial Crisis throughout 2008 and into 2009 has caused many fund managers to question their Growth based investment models. Interest appears to again be rekindled in the traditional Value based models, where investment decisions are based on sound company fundamentals...