Narrow search
Showing 31 - 35 of 35
Cover Image
Sources of momentum profits : bootstrap methods
Nakhli, Mohamed Sahbi; Belkacem, Lotfi - In: Managerial finance 39 (2013) 6, pp. 607-619
Persistent link: https://www.econbiz.de/10009750622
Cover Image
Sources of momentum profits: bootstrap methods
Nakhli, Mohamed Sahbi; Belkacem, Lotfi - In: Managerial Finance 39 (2013), pp. 607-619
Purpose – The purpose of this paper is to test the performance of momentum strategies and identify the sources of their profits. Design/methodology/approach – To identify the main source of momentum profits, first, the bootstrap method with replacement was used. Then, to eliminate the...
Persistent link: https://www.econbiz.de/10010691528
Cover Image
Sources of momentum profits: bootstrap methods
Nakhli, Mohamed Sahbi; Belkacem, Lotfi - In: Managerial finance 39 (2013) 6, pp. 607-619
Persistent link: https://www.econbiz.de/10010122182
Cover Image
Sources of momentum profits: bootstrap methods
Nakhli, Mohamed Sahbi; Belkacem, Lotfi - In: Managerial Finance 39 (2013), pp. 607-619
Purpose – The purpose of this paper is to test the performance of momentum strategies and identify the sources of their profits. Design/methodology/approach – To identify the main source of momentum profits, first, the bootstrap method with replacement was used. Then, to eliminate the...
Persistent link: https://www.econbiz.de/10010709744
Cover Image
Sources of momentum profits: bootstrap methods
Sahbi Nakhli, Mohamed; Belkacem, Lotfi - In: Managerial Finance 39 (2013) 6, pp. 607-619
Purpose – The purpose of this paper is to test the performance of momentum strategies and identify the sources of their profits. Design/methodology/approach – To identify the main source of momentum profits, first, the bootstrap method with replacement was used. Then, to eliminate the...
Persistent link: https://www.econbiz.de/10014940303