Predictability of Future Index Returns based on the 52 Week High Strategy
| Year of publication: |
2009-07
|
|---|---|
| Authors: | Malin, Mirela ; Bornholt, Graham |
| Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
| Subject: | 52-week high | Momentum | Developed and emerging markets | Index returns |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | G15 - International Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10008456257