Weekly Price Momentum: Evidence from Japan and U.K.
碩士 === 元智大學 === 財務金融學系 === 98 === This study examines weekly momentum strategies that buy prior week''s winners and sell prior week''s losers, holding one to 52-weeks. The results in the UK market reveal that such long-short strategies lead to negative returns bri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02330293720368366033 |