Feasible momentum strategies: Evidence from the Swiss stock market

David Rey and Markus Schmid

Financial Markets and Portfolio Management, 2007, vol. 21, issue 3, 325-352

Keywords: Momentum strategies; Large-caps; Event study analysis; Stock market predictability; Under- and overreaction; G11; G12 (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (20)

Downloads: (external link)
http://hdl.handle.net/10.1007/s11408-007-0051-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Feasible Momentum Strategies - Evidence from the Swiss Stock Market (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352

Ordering information: This journal article can be ordered from
http://www.springer. ... nt/journal/11408/PS2

DOI: 10.1007/s11408-007-0051-9

Access Statistics for this article

Financial Markets and Portfolio Management is currently edited by Manuel Ammann

More articles in Financial Markets and Portfolio Management from Springer, Swiss Society for Financial Market Research Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().