Marcel Moellenbeck

University of St. Gallen - Swiss Institute of Banking and Finance

Rosenbergstrasse 52

St. Gallen, CH-9000

Switzerland

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Scholarly Papers (1)

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Feasible Momentum Strategies in the US Stock Market

Number of pages: 23 Posted: 21 Oct 2010 Last Revised: 29 May 2013
Manuel Ammann, Marcel Moellenbeck and Markus M. Schmid
University of St. Gallen - School of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
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Citation 2

Abstract:

Momentum strategies, Large-cap stocks, Stock market predictability