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1. On market efficiencies on the German stock market - Evidence via the implementation of momentum strategies
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper investigates whether the German Stock is efficient or not, i.e. whether there is a way to systematically beat the market. Within this framework momentum strategies with formation and holding periods over 3- to 12-month horizons are applied on the CDAX. LÄS MER
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