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Applied Economics Volume 48, 2016 - Issue 19
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Original Articles

Another look at momentum crashes: momentum in the European Monetary Union

Klaus GrobysUniversity of Vaasa, Vaasa, FinlandCorrespondence[email protected]
Pages 1759-1766 | Published online: 02 Nov 2015

Citations (13)

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Read on this site (4)

Veikkopekka Silvasti, Klaus Grobys & Janne Äijö. (2021) Is smart beta investing profitable? evidence from the Nordic stock market. Applied Economics 53:16, pages 1826-1839.
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Klaus Grobys & Topi Huhta-Halkola. (2019) Combining value and momentum: evidence from the Nordic equity market. Applied Economics 51:26, pages 2872-2884.
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Muhammad A. Cheema, Gilbert V. Nartea & Kenneth R. Szulczyk. (2018) Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan. Applied Economics 50:23, pages 2600-2612.
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Klaus Grobys & Jesper Haga. (2017) Are momentum crashes pervasive regardless of strategy? Evidence from the foreign exchange market. Applied Economics Letters 24:20, pages 1499-1503.
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Articles from other publishers (9)

Klaus Grobys & James Kolari. (2020) ON INDUSTRY MOMENTUM STRATEGIES. Journal of Financial Research 43:1, pages 95-119.
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Tomasz Miziołek, Ewa Feder-Sempach & Adam ZarembaTomasz Miziołek, Ewa Feder-Sempach & Adam Zaremba. 2020. International Equity Exchange-Traded Funds. International Equity Exchange-Traded Funds 309 349 .
Zaremba. (2019) The Cross Section of Country Equity Returns: A Review of Empirical Literature. Journal of Risk and Financial Management 12:4, pages 165.
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Xu Wu, Weide Chun, Yu Lin & Yizhuo Li. (2018) Identification of momentum life cycle stage of stock price. Nonlinear Dynamics 94:1, pages 249-260.
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Adam Zaremba & Jacob "Koby" ShemerAdam Zaremba & Jacob “Koby” Shemer. 2018. Price-Based Investment Strategies. Price-Based Investment Strategies 17 86 .
Adam Zaremba & Jacob ShemerAdam Zaremba & Jacob Shemer. 2017. Country Asset Allocation. Country Asset Allocation 161 181 .
Klaus Grobys & Topi Huhta-Halkola. (2018) Combining Value and Momentum: Evidence from the Nordic Equity Market. SSRN Electronic Journal.
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Muhammad A. Cheema, Gilbert V. Nartea & Kenneth R. Szulczyk. (2017) Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Evidence from Japan. SSRN Electronic Journal.
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Klaus Grobys & Jesper Haga. (2016) Are Momentum Crashes Pervasive Regardless of Strategy? Evidence from the Foreign Exchange Market. SSRN Electronic Journal.
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