Franck, Alexander; Walter, Andreas; Witt, Johannes - In: Financial Markets and Portfolio Management 27 (2013) 3, pp. 307-332
The existence of the momentum effect in stock returns has been documented for the US (e.g., Jegadeesh and Titman in J. Finance 48(1), 65–91, <CitationRef CitationID="CR28">1993</CitationRef>) and many other national equity markets worldwide (e.g., Griffin et al. in J. Finance 58(6), 2515–2547, <CitationRef CitationID="CR21">2003</CitationRef>). However, little is known about the...</citationref></citationref>
