Momentum investing: evidence from the US tourism and hospitality
Purpose – The present research aims to examine a range of momentum trading strategies for the tourism and hospitality sector. Design/methodology/approach – The paper followed the methodology of Jegadeesh and Titman (1993) to construct the portfolios. In this methodology, all portfolios were formed a...
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Format: | Article |
Language: | English |
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Emerald Publishing
2022-05-01
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Series: | European Journal of Management and Business Economics |
Subjects: | |
Online Access: | https://www.emerald.com/insight/content/doi/10.1108/EJMBE-02-2021-0057/full/pdf |