Momentum and the FTSE 350
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DOI: 10.1057/palgrave.jam.2240125
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Cited by:
- Antonios Siganos, 2010. "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 171-192, June.
- Sina Badreddine & Ephraim Clark, 2021. "The asymmetric effects of industry specific volatility in momentum returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6444-6458, October.
- Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012.
"The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 589-608.
- Sina Badreddine & Emilios C. C Galariotis & Phil Holmes, 2012. "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Post-Print hal-00956948, HAL.
- Galariotis, Emilios C. & Holmes, Phil & Ma, Xiaodong S., 2007. "Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 432-447, December.
- Andrew Clare & Svetlana Sapuric & Natasa Todorovic, 2010. "Quantitative or momentum-based multi-style rotation? UK experience," Journal of Asset Management, Palgrave Macmillan, vol. 10(6), pages 370-381, February.
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Keywords
momentum returns; trading volumes; transaction costs; stressed markets;All these keywords.
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