Momentum in Australian Stock Returns: An Update



Holding Period (Months)

Figure 4 Mean monthly returns on a momentum portfolio formed by buying winners and
shorting the equally weighted portfolio of all stocks within the size cohort (1973-2004).


Holding Period (Months)

Figure 5 Mean monthly returns on a momentum portfolio formed from 9 size sorted portfolios
(1973-2004).


10




More intriguing information

1. Secondary stress in Brazilian Portuguese: the interplay between production and perception studies
2. Regional Intergration and Migration: An Economic Geography Model with Hetergenous Labour Force
3. Publication of Foreign Exchange Statistics by the Central Bank of Chile
4. The name is absent
5. CONSUMER PERCEPTION ON ALTERNATIVE POULTRY
6. The urban sprawl dynamics: does a neural network understand the spatial logic better than a cellular automata?
7. Geography, Health, and Demo-Economic Development
8. Achieving the MDGs – A Note
9. Innovation and business performance - a provisional multi-regional analysis
10. Should informal sector be subsidised?
11. The name is absent
12. I nnovative Surgical Technique in the Management of Vallecular Cyst
13. Behavior-Based Early Language Development on a Humanoid Robot
14. 09-01 "Resources, Rules and International Political Economy: The Politics of Development in the WTO"
15. Can we design a market for competitive health insurance? CHERE Discussion Paper No 53
16. Social Balance Theory
17. Labour Market Institutions and the Personal Distribution of Income in the OECD
18. The name is absent
19. Commitment devices, opportunity windows, and institution building in Central Asia
20. The name is absent