Stock market conditions and profitability of momentum long-short arbitrages in the U.S.A. REITS market : 1972-2008.
Motivated by earlier studies on momentum profitability in REITs in the U.S.A for the period 1972-2000, this research investigates profitability of {3,3} and {6,6} momentum arbitrage portfolios in different stock market conditions for the extended time period from 1972-2008. Winner’s dividend/price r...
| Main Authors: | , , |
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| Drugi avtorji: | |
| Format: | Final Year Project (FYP) |
| Jezik: | English |
| Izdano: |
2009
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| Teme: | |
| Online dostop: | http://hdl.handle.net/10356/15274 |