Academic Sessions


Session 11 - Momentum Investing

Thursday, August 22, 10:30 - 12:00, Room D

Chairperson: Peter Hecht (Harvard University)


Presentations

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Spencer Martin (Arizona State University)

Discussant: Stefan Nagel (London Business School)

Momentum and Turnover: Evidence from the German Stock Market

Markus Glaser (Universität Mannheim)
Martin Weber (Universität Mannheim)

Discussant: Roger Otten (Maastricht University)

Do Countries or Industries Explain Momentum in Europe?

Marno Verbeek (Erasmus University Rotterdam)
Theo E. Nyman (Tilburg University)
Laurens Swinkels (Tilburg University)

Discussant: Jennifer Conrad (University of North Carolina at Chapel Hill)

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