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The research investigates the momentum effect in financial markets, specifically analyzing data from the German Stock Exchange over the past decade. It creates two virtual portfolios, one based on the DAX index and the other on MDAX securities. The study aims to verify two hypotheses: whether momentum persists in an era of widespread internet access and if it is more pronounced in MDAX due to smaller firms and lower market efficiency. This work contributes to understanding trading strategies influenced by market dynamics.
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Evaluation of the Momentum Strategy on the German Stock Exchange, Eugen Stumpf
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- Pubblicato
- 2013
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