Do Countries or Industries Explain Momentum in Europe?

Theo Nijman, Laurens Swinkels and Marno Verbeek

No 2002-9, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: country risk; industry risk; momentum effect; portfolio selection; return on inverstment; portfolio investment; risk (search for similar items in EconPapers)
Date: 2002
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Related works:
Journal Article: Do countries or industries explain momentum in Europe? (2004)
Working Paper: Do countries or industries explain momentum in Europe? (2004)
Working Paper: Do Countries or Industries Explain Momentum in Europe? (2002)
Working Paper: Do Countries or Industries Explain Momentum in Europe? (2002)
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