Do countries or industries explain momentum in Europe?

Journal of Empirical Finance

Volumn 11, Issue 4, 2004, Pages 461-481

  Nijman, Theo ^a,d   Swinkels, Laurens ^a,b,d   Verbeek, Marno ^c,d  

^a TILBURG UNIVERSITY   (Netherlands)

^b Res Department of ABP Investments   (Netherlands)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^d NONE   (Netherlands)

Author keywords

Country risk; Industry risk; Momentum effect; Portfolio selection

Indexed keywords

EID: 3343018335     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2004.02.001     Document Type: Article

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