Shaker Ahmed, Mohamed - In: European journal of management and business economics : … 31 (2022) 3, pp. 269-284
sector. Design/methodology/approach - The paper followed the methodology of Jegadeesh and Titman (1993) to construct the …, this paper relies only on the methodology of Jegadeesh and Titman (1993). Other methodologies could be suitable avenues for … is expected to generate actual returns. Moreover, the momentum strategy of Jegadeesh and Titman (1993) is never used in …