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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 |
| 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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