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Cryptocurrencies and momentum
(Elsevier, 2019-07-01)
- article
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 ...
On Survivor Stocks in the S&P 500 Stock Index
(MDPI, 2022-02-21)
- article
This 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 ...