Purpose: There is extensive international evidence that contrarian strategy yields positive
abnormal returns for long-term periods. However, this topic has received scarce attention in …

The objective of this paper is to find short-term momentum effect in stock markets of the
Middle East and to examine whether short-term momentum profits can be explained by risk …

In this paper, we examine the existence of the overreaction effect in the Tunisian stock
market over the period January 1999 to December 2013 and we try to explain this …

В статье тестируется моментум эффект на российском рынке (импульсность,
инерционность в динамике цен акций, позволяющая при соблюдении определенных …

Empirical research on the profitability of momentum investment strategies in emerging equity
markets has presented mixed findings and therefore the momentum patterns in emerging …

Examining the profits on the momentum portfolios, the study discovers the short-term
momentum effect in the Vietnamese stock market. However, further tests by specific periods …

Background-An important challenge for behavioral finance is to find a direct relationship
between the behavior of individual investors and asset price dynamics. One of irrational …

В статье рассматривается моментум-эффект—инерционность в динамике цены акции,
позволяющая при соблюдении определенных правил выстроить прибыльную …

The aim of this study is to examine the sub-variants of price momentum strategies. The
paper recommends which sub-variants post above average returns for Australian Stock …

This study is intended to reaffirm the existence and profitability of momentum investment
strategies in 40 countries around the world during the period 1996–2018. The contradictory …