{"title":"Momentum Investing and the GFC: The Case of the S&P/ASX100","authors":"B. Vanstone, Tobias Hahn","doi":"10.2139/ssrn.2312114","DOIUrl":null,"url":null,"abstract":"This paper aims to contribute to the literature on momentum by documenting the performance of a variety of momentum strategies in the SP rather there was a brief suspension during the worst of the GFC.","PeriodicalId":353574,"journal":{"name":"Lead Session: Corporate Governance","volume":"243 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2013-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Lead Session: Corporate Governance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2312114","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 4
Abstract
This paper aims to contribute to the literature on momentum by documenting the performance of a variety of momentum strategies in the SP rather there was a brief suspension during the worst of the GFC.