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Regular version of the site
Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Artem Kofanov
Momentum Strategy on the Russian Stock Market
Economics and Statistics
(Bachelor’s programme)
2017
This paper is aimed to study the profitability of momentum strategies in Russian stock market. Momentum investing implies buying stocks whose prices have been rising and selling those that have been falling. A stock that is becoming expensive would be attractive to a momentum investor. My findings provide evidence in favor of momentum effect in Russian stock market.

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