David M. Rey

University of Basel

Petersplatz 1

Basel, CH-4003

Switzerland

SCHOLARLY PAPERS

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Scholarly Papers (2)

Feasible Momentum Strategies - Evidence from the Swiss Stock Market

University of Basel Finance Working Paper No. 10/04
Number of pages: 50 Posted: 13 Nov 2004
David M. Rey and Markus Schmid
University of Basel and University of St. Gallen - Swiss Institute of Banking and Finance
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Momentum strategies, Large-caps, Event study analysis, Stock market predictability, Under- and overreaction

Feasible Momentum Strategies: Evidence from the Swiss Stock Market

Financial Markets and Portfolio Management, Vol. 21, No. 3, pp. 325-352, 2007
Posted: 11 Sep 2007
David M. Rey and Markus Schmid
University of Basel and University of St. Gallen - Swiss Institute of Banking and Finance

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Momentum strategies, Large-caps, Event study analysis, Stock market

2.

Market Timing and Model Uncertainty: An Explanatory Study for the Swiss Stock Market

Financial Markets and Portfolio Management, Vol. 19, No. 3, 2005
Posted: 09 Sep 2005
David M. Rey
University of Basel

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