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What causes Momentum Returns? Evidence from different Asset Classes

Name: What causes Momentum Returns? Evidence from different Asset Classes
Price: 18.95 EUR
Availability: InStock
Author: Fabian Hertel
ISBN: 9783346608802

Seminar Paper, 2021

24 Pages, Grade: 2,0

Fabian Hertel (Author)

Excerpt

Table of Contents

List of Abbreviations

1. Introduction

2. Momentum as a Capital Market Anomaly
2.1 Evidence from Equity Markets
2.2 Evidence from other Asset Classes

3. Explanatory Approaches
3.1 Explanatory Approaches for Equity Markets
3.2 Explanatory Approaches for other Asset Classes

4. Cross-Asset Explanatory Approaches
4.1 Approaches in Accordance with the Efficient Market Hypothesis
4.2 Approaches in Accordance with Behavioral Finance

5. Transferability of Explanatory Approaches
5.1 Contrary Observations
5.2 Equal Approaches

6. Conclusion

References

Excerpt out of 24 pages

Details

Title: What causes Momentum Returns? Evidence from different Asset Classes
College: University of Münster
Grade: 2,0
Author: Fabian Hertel (Author)
Year: 2021
Pages: 24
Catalog Number: V1176923
ISBN (eBook): 9783346608796
ISBN (Book): 9783346608802
Language: English
Keywords: what, momentum, returns, evidence, asset, classes

Quote paper: Fabian Hertel (Author), 2021, What causes Momentum Returns? Evidence from different Asset Classes, Munich, GRIN Verlag, https://www.grin.com/document/1176923

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