Momentum Around the Globe. The Pervasiveness of the Momentum Effect in Relative Stock Performance


Seminar Paper, 2015

16 Pages, Grade: 2,0


Excerpt


Table of Contents

List of figures and tables

Introduction

1. The pervasiveness of the momentum effect globally
1.1. Emerging markets
1.2. Methods to examine co-movement
1.2.1. Correlations
1.2.2. Other methods

2. The pervasiveness of the momentum effect across asset classes globally

3. The pervasiveness of the momentum effect in time

Conclusions

Bibliography

Excerpt out of 16 pages

Details

Title
Momentum Around the Globe. The Pervasiveness of the Momentum Effect in Relative Stock Performance
College
University of Mannheim
Course
Behavioral Finance
Grade
2,0
Author
Year
2015
Pages
16
Catalog Number
V300156
ISBN (eBook)
9783656976721
ISBN (Book)
9783656976738
File size
623 KB
Language
English
Keywords
momentum, around, globe, pervasiveness, effect, relative, stock, performance
Quote paper
Andra Musat (Author), 2015, Momentum Around the Globe. The Pervasiveness of the Momentum Effect in Relative Stock Performance, Munich, GRIN Verlag, https://www.grin.com/document/300156

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