Equity market conditions and profitability of momentum long-short arbitrages in the U.S.A. REITs Market : 1972-2008.
Motivated by an earlier study on {6,6} momentum profitability of U.S.A. REITs for the 1972 – 2000 sample period, this report has reexamined the momentum profits for the extended sample period from 1972 to 2008 and for both {3,3} and {6,6} strategies. Our main finding indicates that the earlier exis...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/15351 |