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

337 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

Cite this

Nijman, T. E., Swinkels, L. A. P., & Verbeek, M. J. C. M. (2002). Do Countries or Industries Explain Momentum in Europe? (CentER Discussion Paper; Vol. 2002-9). Tilburg: Finance.
Nijman, T.E. ; Swinkels, L.A.P. ; Verbeek, M.J.C.M. / Do Countries or Industries Explain Momentum in Europe?. Tilburg : Finance, 2002. (CentER Discussion Paper).
@techreport{8cea7ebdd3f6493cbf653937eac96b50,
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",

}

Nijman, TE, Swinkels, LAP & Verbeek, MJCM 2002 'Do Countries or Industries Explain Momentum in Europe?' CentER Discussion Paper, vol. 2002-9, Finance, Tilburg.

Do Countries or Industries Explain Momentum in Europe? / Nijman, T.E.; Swinkels, L.A.P.; Verbeek, M.J.C.M.

Tilburg : Finance, 2002. (CentER Discussion Paper; Vol. 2002-9).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

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 -

Nijman TE, Swinkels LAP, Verbeek MJCM. Do Countries or Industries Explain Momentum in Europe? Tilburg: Finance. 2002. (CentER Discussion Paper).