Sökning: "Continuing Overreaction"
Hittade 1 uppsats innehållade orden Continuing Overreaction.
1. Momentum in Sweden: Past Returns and Continuing Overreaction
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
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