Trading Volume and Momentum Returns in Europe's Largest Shares
| Year of publication: |
2008
|
|---|---|
| Authors: | Stork, Philip A. |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Europa | Europe | EU-Staaten | EU countries | Börsenkurs | Share price | Aktie | Share |
| Description of contents: |
Europe's fifty largest shares show strong evidence of medium-term momentum effects. Momentum returns increase after trading volume decreases, because losers and winners are affected differently
|
| Extent: | 1 Online-Ressource (6 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 31, 2008 erstellt |
| Other identifiers: | 10.2139/ssrn.1114672 [DOI] |
| Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014219227