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- W27271361 abstract "Momentum effects in the largest twenty Australian and fifteen New Zealand shares are analyzed. In the medium term, past winners continue to outperform past losers. The results are statistically significant for both countries and across various ranking and holding periods. A practical long/short investment strategy was back tested and proven to be economically profitable over the last decade." @default.
- W27271361 created "2016-06-24" @default.
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- W27271361 date "2008-01-01" @default.
- W27271361 modified "2023-09-23" @default.
- W27271361 title "Momentum Effects in the Largest Australian and New Zealand Shares" @default.
- W27271361 hasPublicationYear "2008" @default.
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