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Quantitative Finance Volume 7, 2007 - Issue 6
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Original Articles

The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market

Luis Muga Business Management, Public University of Navarre, Campus de Arrosadía, Pamplona 31008, SpainCorrespondence[email protected]
&
Rafael Santamaría Business Management, Public University of Navarre, Campus de Arrosadía, Pamplona 31008, Spain
Pages 637-650 | Received 26 May 2006, Accepted 20 Oct 2006, Published online: 28 Nov 2007

Citations (10)

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Read on this site (1)

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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Articles from other publishers (9)

Joerg Osterrieder & Michael Seigne. (2023) Unraveling Market Mysteries: A Comprehensive Review of Financial Anomalies and Puzzles. SSRN Electronic Journal.
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Joerg Osterrieder & Michael Seigne. (2023) Unraveling market mysteries: a comprehensive review of financial anomalies and puzzles. Open Research Europe 3, pages 172.
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Minh Phuong Doan, Vitali Alexeev & Robert Brooks. (2014) Concurrent momentum and contrarian strategies in the Australian stock market. Australian Journal of Management 41:1, pages 77-106.
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José Luis Miralles Marcelo, María del Mar Miralles Quirós & José Luis Miralles Quirós. (2012) Performance bursátil de las empresas socialmente responsables. Cuadernos de Economía y Dirección de la Empresa 15:4, pages 221-230.
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ZhiJun Huang. (2011) A theoritical and practical study on logical reasoning to inversters' yield rate. A theoritical and practical study on logical reasoning to inversters' yield rate.
Isabel Abinzano, Luis Muga & Rafael Santamaria. (2010) Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds. Journal of Financial Services Research 38:1, pages 41-67.
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Mohamed Ali Trabelsi. (2010) Overreaction and portfolio‐selection strategies in the Tunisian stock market. The Journal of Risk Finance 11:3, pages 310-322.
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Luis Muga & Rafael Santamaría. (2008) Momentum, market states and investor behavior. Empirical Economics 37:1, pages 105-130.
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Klaus Grobys. (2018) Identifying Portfolio-Based Risk Factors in Foreign Exchange Markets. SSRN Electronic Journal.
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