Survey of the Excess Return of Earning and Price Momentum Strategy in Tehran Stock Exchange (TSE)
One of the capital market anomalies and exceptions in finance are momentum. Momentum strategies are applied to use serial correlation available in market and securities returns. In these strategies investors can earn excess return as follow: buying winner stocks in the past and selling loser stocks...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2010-11-01
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| Series: | بررسیهای حسابداری و حسابرسی |
| Subjects: | |
| Online Access: | https://acctgrev.ut.ac.ir/article_21688_ba522074c9c8f47ef83c06cad7f662f6.pdf |