Investing in shares in a multiannual time horizon – is trend following effective?
Journal Title: Nowoczesne systemy zarządzania - Year 2015, Vol 10, Issue 1
Abstract
This paper rated companies that have been identified as strong growth in the past. It documents that in a long term the strategies which buy stocks that have performed well in the past and have short history on the stock market generate lover returns than strategies which buy stocks that have performed also well, but have long-time history on the stock market. The analysis include the data of companies listed on the Warsaw Stock Exchange.
Authors and Affiliations
Monika MURAWSKA
Keywords
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