English, Article edition: Momentum in the Irish stock market Dan O'Donnell; Dirk Baur

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Bookmark: http://trove.nla.gov.au/version/49407
Physical Description
  • article
Language
  • English

Edition details

Title
  • Momentum in the Irish stock market
Author
  • Dan O'Donnell
  • Dirk Baur
Physical Description
  • article
Notes
  • This article is the first to study momentum trading strategies in the Irish stock market. The findings can be summarized as follows: (i) unconditional momentum trading strategies do not outperform the market, (ii) winner and loser trading strategies do outperform the market and (iii) controlling for heteroscedasticity significantly changes the results and yields positive and significant excess returns for most of the 16 momentum trading strategies analysed. These findings illustrate that investors can persistently earn excess returns in the Irish stock market.
  • RePEc:taf:apeclt:v:16:y:2009:i:11:p:1133-1138
Language
  • English
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