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Applied Economics Letters Volume 16, 2009 - Issue 11
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Original Articles

Momentum in the Irish stock market

Dan J. O'Donnell The Business School, Dublin City University, Collins Avenue, Glasnevin, Dublin 9, Ireland
&
Dirk G. Baur The Business School, Dublin City University, Collins Avenue, Glasnevin, Dublin 9, IrelandCorrespondence[email protected]
Pages 1133-1138 | Published online: 26 Jun 2009

References

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  • Griffin , J. M. , Ji , X. and Martin , J. S. 2005 . Global momentum strategies: a portfolio perspective . Journal of Portfolio Management , 4 : 23 – 39 .
  • Jegadeesh , N. and Titman , S. 1993 . Returns to buying winners and selling losers: implications for stock market efficiency . The Journal of Finance , 48 : 65 – 91 .
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  • Scowcroft , A. and Sefton , J. 2005 . Understanding momentum . Financial Analysts Journal , 61 : 64 – 82 .

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