Sökning: "Continuing Overreaction"

Hittade 1 uppsats innehållade orden Continuing Overreaction.

  1. 1. Momentum in Sweden: Past Returns and Continuing Overreaction

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jakob Bengtsson Ekström; Carl Elfving; [2017]
    Nyckelord :Momentum; Trading Volume; Self-Attribution Bias; Continuing Overreaction; OMX Stockholm;

    Sammanfattning : Comparing the performance of a traditional long-short momentum trading strategy to one based on a measure for continuing overreaction on OMXS 1997-2016, this study shows that traditional momentum only generates significant profits in the short-term. On the contrary, the continuing overreaction approach provides investors with significant profits for a variety of different holding- and formation periods, mainly attributable to its ability to pick winners. LÄS MER