Momentum investing: evidence from the US tourism and hospitality
Momentum investing: evidence from the US tourism and hospitality
About this item
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Author / Creator
Publisher
Madrid: Emerald Group Publishing Limited
Journal title
Language
English
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Publication information
Publisher
Madrid: Emerald Group Publishing Limited
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Scope and Contents
Contents
PurposeThe present research aims to examine a range of momentum trading strategies for the tourism and hospitality sector.Design/methodology/approachThe paper followed the methodology of Jegadeesh and Titman (1993) to construct the portfolios. In this methodology, all portfolios were formed and evaluated by their cumulative stock returns over the p...
Alternative Titles
Full title
Momentum investing: evidence from the US tourism and hospitality
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_doaj_primary_oai_doaj_org_article_c00c54cfbb534d95abf32ca8d2229845
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_c00c54cfbb534d95abf32ca8d2229845
Other Identifiers
ISSN
2444-8451
E-ISSN
2444-8494
DOI
10.1108/EJMBE-02-2021-0057
