Do Countries or Industries Explain Momentum in Europe?

T.E. Nijman, L.A.P. Swinkels, M.J.C.M. Verbeek

Research output: Working paperDiscussion paperOther research output

375 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherFinance
Number of pages42
Volume2002-9
Publication statusPublished - 2002

Publication series

NameCentER Discussion Paper
Volume2002-9

Keywords

  • country risk
  • industry risk
  • momentum effect
  • portfolio selection
  • return on inverstment
  • portfolio investment
  • risk

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