Momentum and contrarian strategies in the Portuguese stock market
This thesis studies whether momentum and contrarian strategies are profitable on the Portuguese stock market and whether it is possible to obtain higher returns based on past performance trends. The time period analyzed is 1997-2008. The momentum strategy is based on the under-reaction hypothesis. T...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2010
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| Texto completo: | http://hdl.handle.net/10071/1823 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/1823 |