Sökning: "Short-selling restraints"
Hittade 1 uppsats innehållade orden Short-selling restraints.
1. Momentum in Stock Returns Following Dispersion and Consensus in Analysts' Forecasts
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Our study shows that it is possible for an investor to employ profitable zero-cost portfolio strategies on the OMX Stockholm Benchmark Index that exploit momentum following analysts' forecasts. The significant alpha of the monthly rebalanced long-short portfolios suggests that the analysts' forecasts momentum should be exploited within a month. LÄS MER
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