Momentum effect all over the world

• Main Authors: Imran, Zulfiqar Ali, Wong, Woei Chyuan, Ismail, Rusmawati
• Format: Article
• Language: English
• Published: Universiti Utara Malaysia 2017
• Subjects: HB Economic Theory
• Online Access: http://repo.uum.edu.my/27475/1/IJBSF%2013%202%202017%2075%2093.pdf; http://repo.uum.edu.my/27475/; http://e-journal.uum.edu.my/index.php/ijbf/article/view/9912
• Institution: Universiti Utara Malaysia

This study is intended to reaffirm the existence and profitability of momentum investment strategies in 40 countries around the world during the period 1996–2018.The contradictory findings of previous research on the existence and profitability of momentum strategies have r...