Momentum and Contrarian Stock-Market Indices
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More about this item
Keywords
Momentum index; Contrarian index; Performance measurement; Turnover; Momentum factor; Behavioral finance;All these keywords.
JEL classification:
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2008-06-13 (Financial Markets)
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