Short Term Momentum Profits and Their Source

Language: English

Published by LAP LAMBERT Academic Publishing Dez 2013, 2013

365950274X / 9783659502743

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -The main objective of this paper is to seek the source that can explain the momentum profits because the source of momentum profits has been disputed. The secondary objective of the paper is to affirm the findings of pervious authors about the presence of short term momentum effect and reaffirm the notion that CAPM cannot explain momentum profits supported by large number of authors. For the primary objective, a set of variables has been chosen, that fall under the category of 'Business Indicators', to explain the momentum profits. It is found that a variable 'Starting a Business' could explain the source of momentum profits whereas other variables may have negligible or no influence over momentum profits. It is also reaffirmed that short term momentum effect has been found in the 14 stock markets and CAPM could not explain the momentum profits. This study is not conclusive due to limitation of data but it does give a source of momentum profits and sheds light on future research about the sources that can explain momentum profits in great detail. 92 pp. Englisch.

Seller Inventory # 9783659502743

Title
Short Term Momentum Profits and Their Source
Author
Abdullah Ejaz
Publisher
LAP LAMBERT Academic Publishing Dez 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
365950274X
ISBN 13
9783659502743
Item weight
155 grams
Dimensions
220x150x6 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany