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Profitability of Momentum Strategies in Emerging Markets: Evidence from Nairobi Stock Exchange

Lishenga, Josephat Lisiolo; Magutu, Peterson Obara; Barasa, Joseph Lumumba; Onsongo, Cliff Ouko (IBIMA Publishing, 2011)

This paper tests the profitability of momentum strategies in Kenya, an emerging market for the period 1995 to 2007. Both relative strength strategies (RSS) and (weighted relative strength strategies (WRSS) are employed ...