Do Countries or Industries Explain Momentum in Europe?

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

Research output: Working paper › Discussion paper › Other research output

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Original language	English
Place of Publication	Tilburg
Publisher	Finance
Number of pages	42
Volume	2002-9
Publication status	Published - 2002

Publication series

Name	CentER Discussion Paper
Volume	2002-9

Keywords

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

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Cite this

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title = "Do Countries or Industries Explain Momentum in Europe?",

keywords = "country risk, industry risk, momentum effect, portfolio selection, return on inverstment, portfolio investment, risk",

author = "T.E. Nijman and L.A.P. Swinkels and M.J.C.M. Verbeek",

note = "Pagination: 42",

year = "2002",

language = "English",

volume = "2002-9",

series = "CentER Discussion Paper",

publisher = "Finance",

type = "WorkingPaper",

institution = "Finance",

}

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T1 - Do Countries or Industries Explain Momentum in Europe?

AU - Nijman, T.E.

AU - Swinkels, L.A.P.

AU - Verbeek, M.J.C.M.

N1 - Pagination: 42

PY - 2002

Y1 - 2002

KW - country risk

KW - industry risk

KW - momentum effect

KW - portfolio selection

KW - return on inverstment

KW - portfolio investment

KW - risk

M3 - Discussion paper

VL - 2002-9

T3 - CentER Discussion Paper

BT - Do Countries or Industries Explain Momentum in Europe?

PB - Finance

CY - Tilburg

ER -