Sökning: "Jieying Li"

Hittade 1 uppsats innehållade orden Jieying Li.

  1. 1. Price and Earnings Momentum in Emerging Markets

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

    Författare :Jieying Li; Gustaf Toll; [2011]
    Nyckelord :Post-earnings announcement drift; Price momentum; Earnings momentum; Market efficiency; Emerging Markets;

    Sammanfattning : This thesis aims to evaluate the price and earnings momentum trading strategies in Emerging Markets. Profitability of relative strength portfolios as well as hedge portfolios for both price and earnings momentum will be evaluated in 19 Emerging Markets between 1991 and 2007. LÄS MER