Momentum strategies of German mutual funds

The existence of the momentum effect in stock returns has been documented for the US (e.g., Jegadeesh and Titman in J. Finance 48(1), 65–91, 1993 ) and many other national equity markets worldwide (e.g., Griffin et al. in J. Finance 58(6), 2515–2547, 2003 ). However, little is known about the active...

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Veröffentlicht in:	Financial markets and portfolio management 2013-09, Vol.27 (3), p.307-332
Hauptverfasser:	Franck, Alexander, Walter, Andreas, Witt, Johannes F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Business and Management Finance Institutional investments Investment advisors Investment policy Investors Management Mutual funds Pension funds Rates of return Securities markets Securities prices Stock exchanges Stock prices Studies
Online-Zugang:	Volltext
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