Stock market trend behaviour and continuation and reversal effects in stock market returns
This thesis considers the existence of, and potential causes of, continuation and reversal effects in stock market returns. In the first part of the research, a timeseries approach is used to consider the profitability of momentum trading strategies on fourteen major stock market indices. Momentum t...
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Bangor University
2004
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.409571 |