Momentum returns to S&P/ASX 100 constituents
Research output: Contribution to journal › Article › peer-review
With mixed evidence to date on the performance of momentum strategies in Australia, this paper examines returns to momentum strategies for constituent companies within the S&P/ASX 100, focusing on practical, realisable investment strategies. We find that momentum is both present and obtainable, and has been a persistent feature of the S&P/ASX 100 since its inception, including throughout the global financial crisis.
| Original language | English |
|---|---|
| Pages (from-to) | 15-18 |
| Number of pages | 3 |
| Journal | The Australasian Journal of Applied Finance |
| Volume | 3 |
| Issue number | 3 |
| Publication status | Published - 2012 |
| Externally published | Yes |