Earnings momentum in international markets
This paper examines the profitability of earnings momentum strategies based on analyst forecast revisions in eleven international equity markets. While analyst forecast revisions exhibit persistence in all countries, the profitability of trading strategies based on these revisions varies. Specifical...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2003
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5331 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6330/viewcontent/SSRN_id390107__1_.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
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