Detailansicht
Evaluation of the Momentum Strategy on the German Stock Exchange
eBook - An empirical analysis of the DAX and MDAX
ISBN/EAN: 9783656469704
Umbreit-Nr.: 6600310
Sprache:
Englisch
Umfang: 92 S., 1.36 MB
Format in cm:
Einband:
Keine Angabe
Erschienen am 26.07.2013
Auflage: 1/2013
E-Book
Format: PDF
DRM: Nicht vorhanden
- Zusatztext
- Master's Thesis from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1.3, University of Applied Sciences Essen, language: English, abstract: This work covers the momentum effect on financial markets and a trading strategy based on this effect. The research focuses on the German Stock Exchange data from the last decade. The data are divided into two sections in order to build two different types of virtual portfolios. One section contains the data of the DAX index, and the second section is filled with securities from the MDAX. Two hypotheses are to be verified. First, is momentum still available in a time of mass internet availability, like during the past decade? And second, is momentum stronger in MDAX due to smaller firm sizes and corresponding lower market efficiency?
- Kurztext
- Master's Thesis from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1.3, University of Applied Sciences Essen, language: English, abstract: This work covers the momentum effect on financial markets and a trading strategy based on this effect. The research focuses on the German Stock ...