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Combining value and momentum : evidence from the Nordic equity market
(Taylor & Francis, 2019-02-22)
This 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
Retrieving 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 ...