
What causes Momentum Returns? Evidence from different Asset Classes
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Seminar paper from the year 2021 in the subject Business economics - Investment and Finance, grade: 2,0, University of Munster, language: English, abstract: This paper discusses possible asset-specific and cross-asset explanation approaches for momentum appearance. The two main threads in literature, stock momentum and momentum of other assets, are discussed separately and subsequently checked for...
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Seminar paper from the year 2021 in the subject Business economics - Investment and Finance, grade: 2,0, University of Munster, language: English, abstract: This paper discusses possible asset-specific and cross-asset explanation approaches for momentum appearance. The two main threads in literature, stock momentum and momentum of other assets, are discussed separately and subsequently checked for...
Read more
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