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Market trends, momentum effect and efficient market hypothesis

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Market trends, momentum effect and efficient market hypothesis

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Eguiguren Balerdi, J.; Guijarro, F. (2017). Market trends, momentum effect and efficient market hypothesis. Finance, Markets and Valuation. 3(2):57-69. http://hdl.handle.net/10251/102324

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Title: Market trends, momentum effect and efficient market hypothesis
Author: Eguiguren Balerdi, Josu Guijarro, Francisco
UPV Unit: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Abstract:
[ES] El objetivo principal de este trabajo de investigación es analizar si existen posibilidades de diseñar estrategias intradía beneficiosas en el índice alemán DAX. Dependiendo de la tendencia observada en la sesión ...[+]


[EN] The main purpose of this research project has been to analyse if any profitable intra-­ day strategy can be designed in the German DAX index, taking into account the previous day¿s trend. Regarding the pattern followed ...[+]
Subjects: Momentum effect , Trend , Stops , Market efficiency
Copyrigths: Reserva de todos los derechos
Source:
Finance, Markets and Valuation. (eissn: 2530-3163 )
Publisher:
Asociación para la Formación y la Investigación en Ciencias Económicas y Sociales
Publisher version: https://journalfmv.com/
Type: Artículo

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