Momentum Decomposition: Evidence from Emerging Markets
نویسندگان
چکیده
منابع مشابه
Momentum Decomposition: Evidence from Emerging Markets
To explain the reason why momentum effect in emerging markets is much weaker than that in developed markets. We divide the traditional momentum returns into intra-style momentum and inter-style momentum effect on the basis of style investing. According to the result, intra-style momentum effect spreads widely in all of the twelve emerging markets, as the primary driving factor for the overall m...
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ژورنال
عنوان ژورنال: Asian Economic and Financial Review
سال: 2017
ISSN: 2305-2147,2222-6737
DOI: 10.18488/journal.aefr/2017.7.2/102.2.123.132