The opinions expressed in this paper are those of the authors and do not necessarily represent those of PricewaterhouseCoopers. We thank Simon Benninga, Robin Grieves, an anonymous asset manager working for a bulge bracket investment bank and an anonymous referee for helpful comments. Any errors are ours.
Price momentum in the New Zealand stock market: a proper accounting for transactions costs and risk*
Article first published online: 2 NOV 2010
© 2010 The Authors. Accounting and Finance © 2010 AFAANZ
Accounting & Finance
Volume 50, Issue 4, pages 941–965, December 2010
How to Cite
Trethewey, S. and Crack, T. F. (2010), Price momentum in the New Zealand stock market: a proper accounting for transactions costs and risk. Accounting & Finance, 50: 941–965. doi: 10.1111/j.1467-629X.2010.00355.x
- Issue published online: 2 NOV 2010
- Article first published online: 2 NOV 2010
- Received 18 December 2009; accepted 2 March 2010 by Robert Faff (Editor).
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!