Blar i Department of Economics and Finance på forfatter "Giner, Javier"
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Time series momentum in the US stock market: Empirical evidence and theoretical analysis
Zakamulin, Valeriy; Giner, Javier (Peer reviewed; Journal article, 2022)There is much controversy in the academic literature on the presence of short-term trends in financial markets and the trend-following strategy’s profitability. We restrict our attention to studying the time series momentum ... -
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy; Giner, Javier (Journal article; Peer reviewed, 2020)