Prediction of abnormal return according profit and industry momentum model in Tehran stock exchange
Momentum strategies which are widely use as a transaction strategy and portfolio management shows the continuation of recent trend of stock prices and beliefs that recent trend will be continued in future. These strategies are in contrast with EMH even in the weak form and are considered as Technica...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2012-06-01
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| Series: | مطالعات تجربی حسابداری مالی |
| Subjects: | |
| Online Access: | https://qjma.atu.ac.ir/article_1243_88e19b06c1f07a6a14d7214a47ca9204.pdf |