Time series momentum: Evidence from the European equity market

This study empirically analyzes time series momentum (TSM) in the European equity market between 2000 & 2020. The study produces additional evidence on TSM where a significant and persistent market price anomaly enables investors to earn abnormal returns. To achieve this goal the present study i...

Descripción completa

Detalles Bibliográficos
Autores principales: Vukovic, Darko B., Ingenito, Salvatore, Maiti, Moinak
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9879792/
https://www.ncbi.nlm.nih.gov/pubmed/36711261
http://dx.doi.org/10.1016/j.heliyon.2023.e12989

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9879792/
https://www.ncbi.nlm.nih.gov/pubmed/36711261
http://dx.doi.org/10.1016/j.heliyon.2023.e12989

Ejemplares similares