"momentum" - Selaus asiasanan mukaanArtikkelit
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Combining value and momentum : evidence from the Nordic equity market
(Taylor & Francis, 22.02.2019)
articleThis is the first article that explores the recently proposed average ranking approach for the value and momentum strategy in the Nordic equity market offering an exceptional experimental environment. Our results indicate ... -
Cryptocurrencies and momentum
(Elsevier, 01.07.2019)
articleRetrieving a set of 143 cryptocurrencies for a sample spanning 2014–2018, we investigate the popular momentum strategy implemented in the cryptocurrency market. Contrary to earlier studies our findings do not indicate any ... -
Is smart beta investing profitable? evidence from the Nordic stock market
(Routledge, Taylor & Francis Group, 10.12.2020)
articleThis study examines the profitability of the mixing and integrating approach for constructing multi-factor smart beta portfolios. While most studies explore this issue in a U.S. market setting, this is the first study that ... -
On Survivor Stocks in the S&P 500 Stock Index
(MDPI, 21.02.2022)
articleThis paper investigates the performance and characteristics of survivor stocks in the S&P 500 index. Using both in-sample and out-of-sample comparisons, survivor stocks outperformed this market index by a considerable ...
