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    The Profitability of Momentum Strategies Based on the Release of Firms' Quarterly Results: Evidence from the Constituents of the DAX 30.


    Ryan, Paul and Overmeyer, Ingo (2003) The Profitability of Momentum Strategies Based on the Release of Firms' Quarterly Results: Evidence from the Constituents of the DAX 30. Irish Journal of Management, 24 (2): 7. pp. 68-78. ISSN 1649-248X

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    Abstract

    Discusses the profitability of the price-momentum strategies on the capitalisation stocks on the German market relating to the market's reaction to firm-specific news or accounting-related news. Correlation between the price-momentum measure and the accounting-based momentum measure; Characteristics of the price momentum portfolios based on six-month prior price performance; Performance of the quarterly results-based momentum portfolios formed on the basis of abnormal returns around the set of quarterly results.
    Item Type: Article
    Keywords: Earnings announcements; DAX 30; Stock returns;
    Academic Unit: Faculty of Social Sciences > School of Business
    Item ID: 20184
    Depositing User: IAM School of Business
    Date Deposited: 08 Jul 2025 11:52
    Journal or Publication Title: Irish Journal of Management
    Publisher: Irish Academy of Management
    Refereed: Yes
    URI: https://mural.maynoothuniversity.ie/id/eprint/20184
    Use Licence: This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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