<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:creator>Bacmann, Jean-François</dc:creator>
  <dc:creator>Dubois, Michel</dc:creator>
  <dc:creator>Isakov, Dušan</dc:creator>
  <dc:date>2001</dc:date>
  <dc:description xmlns:ns0="xml" ns0:lang="en">The apparent predictability of stock prices and the related profitability of investment  strategies based on it has generated a great deal of research. Since the late eighties,  momentum strategies have attracted a lot of the attention and have been found to be  very profitable mainly for US stock market (NYSE and AMEX). A few papers (notable  exceptions are Rouwenhorst (1998) and Chan, Hameed and Tong (2000)) have  investigated this issue from an international perspective. In line with the recent  literature this paper documents the profitability of momentum strategies in countries  from the G-7 and explores some conjectures about the links existing between the  return of these strategies, the business cycle and industries.</dc:description>
  <dc:format>application/pdf</dc:format>
  <dc:identifier>https://folia.unifr.ch/global/documents/301271</dc:identifier>
  <dc:identifier>https://folia.unifr.ch/documents/301271/files/EFMA_2001.pdf</dc:identifier>
  <dc:language>eng</dc:language>
  <dc:relation>info:eu-repo/semantics/altIdentifier/doi/10.2139/ssrn.264657</dc:relation>
  <dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
  <dc:rights>License undefined</dc:rights>
  <dc:source>EFMA 2001 Lugano Meetings. - 2001, p. 1-31</dc:source>
  <dc:subject>info:eu-repo/classification/udc/33</dc:subject>
  <dc:title xmlns:ns1="xml" ns1:lang="en">Industries, business cycle and profitability of momentum strategies : an international perspective</dc:title>
  <dc:type>http://purl.org/coar/resource_type/c_5794</dc:type>
</oai_dc:dc>