Browsing Queen Mary University of London Theses by Subject "international equity markets"
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Momentum and Contrarian Trading Strategies: Implication for Risk-sharing and Informational Efficiency of Security Markets
(Queen Mary University of London, 2017-02-22)This thesis investigates the profitability of the Momentum and Contrarian strategies in international equity markets. In particular, I introduce for the first time the use of countries’ indices performance to momentum and ...