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Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad Volume 35, 2006 - Issue 130
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Original Articles

Momentum: características y estabilidad temporal. Resultados para la bolsa españolan

Momentum: characteristics and time-stability. Some evidence for the Spanish stock market

L. MugaUniversidad Pública de Navarra. Dpto. Gestión de Empresas
&
R. SantamaríaUniversidad Pública de Navarra. Dpto. Gestión de Empresas
Pages 597-620 | Received 01 Jun 2004, Accepted 14 Dec 2005, Published online: 15 Jan 2014

Citations (6)

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Read on this site (5)

Carlos Forner & Pablo J. Vázquez Veira. (2019) Using book-to-market ratio, accounting strength, and momentum to construct a value investing strategy: the case of Spain. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 48:1, pages 21-49.
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Natividad Blasco, Pilar Corredor & Elena Ferrer. (2016) How do analysts deal with hard-to-value firms? Evidence of herding. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 45:3, pages 327-344.
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Jose Luis Miralles-Marcelo, Jose Luis Miralles-Quiros & Maria del Mar Miralles-Quiros. (2014) Intraday Stock Market Behavior After Shocks: The Importance of Bull and Bear Markets in Spain. Journal of Behavioral Finance 15:2, pages 144-159.
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Isabel Abínzano, Luis Muga, Rafael Santamaría & Esther B. del Brío González. (2010) ¿Es el efecto momentum exclusivo de empresas insolventes?. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 39:147, pages 445-476.
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Luis Muga & Rafael Santamaría. (2007) “New Economy” Firms and Momentum. Journal of Behavioral Finance 8:2, pages 109-120.
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Articles from other publishers (1)

José Luis Miralles Quirós & Julio Daza Izquierdo. (2012) Análisis de la reacción del Ibex35 ante shocks positivos y negativos. Revista Europea de Dirección y Economía de la Empresa 21:4, pages 291-305.
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