Publicação
Momentum and reversals in international stock markets
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Prado, Melissa | |
| dc.contributor.author | Tarberg, Even | |
| dc.date.accessioned | 2021-08-19T14:07:58Z | |
| dc.date.available | 2021-08-19T14:07:58Z | |
| dc.date.issued | 2021-01-18 | |
| dc.date.submitted | 2021-01-04 | |
| dc.description.abstract | This study seeks to examine the coexistence of intermediate-term momentum and long-term reversal in international stock markets. By adopting the most promising theories that supposedly isolate these two effects of momentum and reversal, this paper shows that some theories display results capturing stock returns in great magnitude. However, the well-established Jegadeesh and Titman momentum portfolio still prevails in exhibiting intermediate-term momentum followed by a subsequent long-term reversal. | pt_PT |
| dc.identifier.tid | 202740838 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/122739 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Momentum | pt_PT |
| dc.subject | Reversals | pt_PT |
| dc.subject | International stock markets | pt_PT |
| dc.subject | Equities | pt_PT |
| dc.title | Momentum and reversals in international stock markets | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | pt_PT |
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