Momentum life cycle around the world
The momentum life cycle (MLC) hypothesis first proposed by Lee and Swaminathan (2000) applies also to global markets. Early-stage strategies significantly outperform the late-stage and conventional strategies in most countries. Individualism culture is positively associated with late-stage but unrel...
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Main Authors: | LI, Frank Weikai, WEI, K. C. John |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2015
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Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5297 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6296/viewcontent/SSRN_id2565305.pdf |
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Institution: | Singapore Management University |
Language: | English |
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