Explaining the industry-based momentum anomaly in the US market – The role of momentum factor and autocorrelation
- University of Manchester
Student Thesis:
Student thesis
Master's Thesis
Thesis Information
Thesis Award Date
01/01/2011Qualification Level
Master's ThesisOriginal Language
EnglishSupervisors
Martín Carlos Lozano Banda (Supervisor)
Awarding Institution
- University of Manchester