Browsing AURA by Author "Lillelien, Anders"
Now showing items 1-1 of 1
-
Time-series momentum across borders : a study of price TSM in 21 countries
Lillelien, Anders (Master thesis, 2013)This thesis investigates if a simple technical trading signal, based on absolute price momentum, will realize higher pro ts across market equity portfolios from 21 different countries. By looking at if the current price ...