Browsing Bachelor of Business Administration, Economics, Finance and Accounting by Subject "Time-series analysis; Equity markets"

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    • Time-series momentum across equity markets 

      Tien, Le Duc (International University - HCMC, 2019)
      Time-series momentum has been extensively discussed and applied recently. Georgopoulou and Wang (2016) applied the methodology of Moskowitz, Ooi, and Pederson (2012) to investigate time-series momentum of equity indices ...