RT Journal Article
SR Electronic
T1 Stock Selection in Six Major Non-U.S. Markets
JF The Journal of Investing
FD Institutional Investor Journals
SP 37
OP 44
DO 10.3905/joi.2001.319460
VO 10
IS 2
A1 Jeremy Beckwith
YR 2001
UL https://pm-research.com/content/10/2/37.abstract
AB The author evaluates performance of a multivariate approach to selecting stocks in six major non-U.S. markets. The approach which combines the information in value, growth, and momentum strategies, has the ability to distinguish between high and low expected return securities in each of these markets. Moreover the proposed approach induces minimal turnover, suggesting that the measured spread between high and low expected return portfolios will be robust to transaction costs in live application.