Momentum and reversals in international stock markets

Detalhes bibliográficos
Autor(a) principal: Tarberg, Even
Data de Publicação: 2021
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/122739
Resumo: This study seeks to examine the coexistence of intermediate-term momentum and long-term reversal in international stock markets. By adopting the most promising theories that supposedly isolate these two effects of momentum and reversal, this paper shows that some theories display results capturing stock returns in great magnitude. However, the well-established Jegadeesh and Titman momentum portfolio still prevails in exhibiting intermediate-term momentum followed by a subsequent long-term reversal.
id RCAP_67ec085e28ea7373b7a69ab2b213ea76
oai_identifier_str oai:run.unl.pt:10362/122739
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling Momentum and reversals in international stock marketsMomentumReversalsInternational stock marketsEquitiesDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis study seeks to examine the coexistence of intermediate-term momentum and long-term reversal in international stock markets. By adopting the most promising theories that supposedly isolate these two effects of momentum and reversal, this paper shows that some theories display results capturing stock returns in great magnitude. However, the well-established Jegadeesh and Titman momentum portfolio still prevails in exhibiting intermediate-term momentum followed by a subsequent long-term reversal.Prado, Melissa PorrasRUNTarberg, Even2021-08-19T14:07:58Z2021-01-182021-01-042021-01-18T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/122739TID:202740838enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:04:17Zoai:run.unl.pt:10362/122739Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:44:50.726947Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Momentum and reversals in international stock markets
title Momentum and reversals in international stock markets
spellingShingle Momentum and reversals in international stock markets
Tarberg, Even
Momentum
Reversals
International stock markets
Equities
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Momentum and reversals in international stock markets
title_full Momentum and reversals in international stock markets
title_fullStr Momentum and reversals in international stock markets
title_full_unstemmed Momentum and reversals in international stock markets
title_sort Momentum and reversals in international stock markets
author Tarberg, Even
author_facet Tarberg, Even
author_role author
dc.contributor.none.fl_str_mv Prado, Melissa Porras
RUN
dc.contributor.author.fl_str_mv Tarberg, Even
dc.subject.por.fl_str_mv Momentum
Reversals
International stock markets
Equities
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Momentum
Reversals
International stock markets
Equities
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description This study seeks to examine the coexistence of intermediate-term momentum and long-term reversal in international stock markets. By adopting the most promising theories that supposedly isolate these two effects of momentum and reversal, this paper shows that some theories display results capturing stock returns in great magnitude. However, the well-established Jegadeesh and Titman momentum portfolio still prevails in exhibiting intermediate-term momentum followed by a subsequent long-term reversal.
publishDate 2021
dc.date.none.fl_str_mv 2021-08-19T14:07:58Z
2021-01-18
2021-01-04
2021-01-18T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/122739
TID:202740838
url http://hdl.handle.net/10362/122739
identifier_str_mv TID:202740838
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
_version_ 1799138055105282048

Registros relacionados