Momentum returns to S&P/ASX 100 constituents

Bruce Vanstone, Tobias Hahn, Gavin Finnie

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Abstract

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 languageEnglish
Pages (from-to)13-15
Number of pages3
JournalJASSA
Volume3
Issue number3
Publication statusPublished - 2012

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Momentum strategies
Momentum
Global financial crisis
Investment strategy

Cite this

Vanstone, B., Hahn, T., & Finnie, G. (2012). Momentum returns to S&P/ASX 100 constituents. JASSA, 3(3), 13-15.
Vanstone, Bruce ; Hahn, Tobias ; Finnie, Gavin. / Momentum returns to S&P/ASX 100 constituents. In: JASSA. 2012 ; Vol. 3, No. 3. pp. 13-15.
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Vanstone, B, Hahn, T & Finnie, G 2012, 'Momentum returns to S&P/ASX 100 constituents' JASSA, vol. 3, no. 3, pp. 13-15.

Momentum returns to S&P/ASX 100 constituents. / Vanstone, Bruce; Hahn, Tobias; Finnie, Gavin.

In: JASSA, Vol. 3, No. 3, 2012, p. 13-15.

Research output: Contribution to journalArticleResearchpeer-review

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Vanstone B, Hahn T, Finnie G. Momentum returns to S&P/ASX 100 constituents. JASSA. 2012;3(3):13-15.