Momentum profits in alternative stock market structures
(2007)
Journal Article
Chelley-Steeley, A., & Siganos, A. (2008). Momentum profits in alternative stock market structures. Journal of Multinational Financial Management, 18(2), 131-144. https://doi.org/10.1016/j.mulfin.2007.05.002
The aim of this study is to examine the relationship between momentum profitability and the stock market trading mechanism and is motivated by recent changes to the trading systems that have taken place on the London Stock Exchange. Since 1975 the Lo... Read More about Momentum profits in alternative stock market structures.