Contrarian and Momentum Strategies in the Spanish Stock Market

By Carlos Forner, J. Marhuenda. 2003

132 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/82f9f30863a8097257d6441a4a62a26d9740d424

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Belén Nieto
2. Gonzalo Rubio
3. Mikel Tapia
4. M. Martínez

Citations in the corpus

• Herding in the German Mutual Fund Industry (2006, unknown): “This latter empirical finding has most recently been confirmed for the Spanish market (Forner and Marhuenda, 2003) and also for the German market (Glaser and Weber, 2003).”
• Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market (2005, background): “The well-known anomalies, such as size and January effects, book to market, and momentum, are also reported by Nieto and Rodrı́guez (2002), Forner and Marhuenda (2003) and Rubio (1988, 1990) respectively.”