Predictability of Future Index Returns based on the 52 Week High Strategy

Mirela Malin and Graham Bornholt

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: 52-week high; Momentum; Developed and emerging markets; Index returns (search for similar items in EconPapers)
JEL-codes: G14 G15 (search for similar items in EconPapers)
Date: 2009-07
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://research-repository.griffith.edu.au/bitstr ... ek-high-strategy.pdf (application/pdf)

Related works:
Journal Article: Predictability of future index returns based on the 52-week high strategy (2010)
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:gri:fpaper:finance:200907

Access Statistics for this paper

More papers in Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics Contact information at EDIRC.
Bibliographic data for series maintained by Dr. Alexandr Akimov ().