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Applied Economics Letters Volume 12, 2005 - Issue 13
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Original Articles

On style momentum strategies

Ferdi Aarts Faculty of Economics and Business Administration Maastricht University, P.O. Box 616, 6200 MD Maastricht, The Netherlands
&
Thorsten Lehnert Limburg Institute of Financial Economics (LIFE), Maastricht University, P.O. Box 616, 6200 MD Maastricht, The NetherlandsCorrespondence[email protected]
Pages 795-799 | Published online: 21 Aug 2006

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Read on this site (4)

David Brookfield, Chen Su & Kenbata Bangassa. (2015) Investment style positioning of UK unit trusts. The European Journal of Finance 21:10-11, pages 946-970.
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Pai-Lung Chou & Jia-Jun Lin. (2010) Stochastic dominance and the momentum effect of the China’s A-share market. Journal of Statistics and Management Systems 13:1, pages 179-197.
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Vassilios Babalos, Alexandros Kostakis & Nikolaos Philippas. (2007) Spurious results in testing mutual fund performance persistence: evidence from the Greek market. Applied Financial Economics Letters 3:2, pages 103-108.
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Luis Muga & Rafael Santamaría. (2007) The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s. Applied Financial Economics 17:6, pages 469-486.
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Articles from other publishers (8)

Tobias GlasTobias Glas. 2022. Asset Pricing and Investment Styles in Digital Assets. Asset Pricing and Investment Styles in Digital Assets 25 39 .
Adam Zaremba & Adam Szyszka. (2016) Is there momentum in equity anomalies? Evidence from the Polish emerging market. Research in International Business and Finance 38, pages 546-564.
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Howard Chan & Paul Docherty. (2015) Momentum in Australian style portfolios: risk or inefficiency?. Accounting & Finance 56:2, pages 333-361.
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Daehwan Kim. (2012) Cross‐asset Style Momentum. Asia-Pacific Journal of Financial Studies 41:5, pages 610-636.
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Mario Toscano & Giuseppe Torluccio. 2010. New Issues in Financial and Credit Markets. New Issues in Financial and Credit Markets 159 170 .
Paul Docherty & H. Chan. (2012) Momentum in Style Portfolios: Risk or Inefficiency?. SSRN Electronic Journal.
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Kateryna Shapovalova, Alexander Subbotin & Thierry Chauveau. (2011) Returns Premia on Company Fundamentals. SSRN Electronic Journal.
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Mario Toscano & Giuseppe Torluccio. (2009) Asset Management and Industry Index Portfolios: Momentum and Reversal Abnormal Returns. SSRN Electronic Journal.
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