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1. 1. The Momentum Effect: Evidence from the Swedish stock market

   University essay from Nationalekonomiska institutionen

   Author : Marcus Vilbern; [2008]
   Keywords : momentum effect; efficient market hypothesis; Jegadeesh and Titman;

   Abstract : This thesis investigates the profitability of the momentum strategy in the Swedish stock market. The momentum strategy is an investment strategy where past winners are bought and past losers are sold short. In this paper Swedish stocks are analyzed during the period 1999 – 2007 with the approach first used by Jegadeesh and Titman (1993). READ MORE