Momentum investing

Results: 19



#Item
1Finance / Money / Economy / Investment / Behavioral finance / Financial economics / Financial markets / Momentum investing / Momentum / Behavioral economics / Investment strategy / Market anomaly

WHITE PAPER October 2013 For professional investors Momentum from underreaction Less risky and more sustainable

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Source URL: www.robeco.de

Language: English - Date: 2016-03-16 12:30:27
2Investment / Financial services / Financial risk / Funds / Mathematical finance / Investment management / Active management / Index fund / Sharpe ratio / Value investing / Portfolio optimization

A Theoretical Analysis of Momentum and Value Strategies Dimitri Vayanos∗ Paul Woolley†

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2012-05-02 03:33:05
3Behavioral finance / Stock market / Financial markets / Accounting research / Financial economics / Post-earnings-announcement drift / Earnings surprise / Momentum / Share price / Momentum investing / Efficient-market hypothesis

A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:31
4Financial markets / Arbitrage / Momentum investing / Limits to arbitrage / Hedge fund / Futures contract / Covered interest arbitrage / Statistical arbitrage

Comomentum: Inferring Arbitrage Activity from Return Correlations Dong Lou and Christopher Polk London School of Economics First draft: March 2012

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:55
5

Building momentum Investing in Pittsburgh’s technology sector Trends and highlights, 2009—2013 Growing companies, attracting capital,

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Source URL: alphalab.org

Language: English - Date: 2014-05-22 12:07:10
    6

    INSTITUTIONAL PERSPECTIVES March 2015 Why Momentum Matters in International Small Cap Investing

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    Source URL: www.clearbridge.com

    - Date: 2015-03-26 14:32:33
      7

      Fact, Fiction and Momentum Investing Clifford S. Asness, Andrea Frazzini, Ronen Israel and Tobias J. Moskowitz1 This draft: May 9, 2014 Abstract It’s been over 20 years since the academic discovery of momentum investin

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      Source URL: dorseywrightmm.com

      Language: English - Date: 2014-05-10 23:17:32
        8Investment / Financial markets / Stock market / Foreign exchange market / Technical analysis / Momentum investing / Short / Portfolio / Financial economics / Finance / Economics

        Dorsey Wright Money Management 790 E. Colorado Blvd, Suite 808 Pasadena, CA0630 John Lewis, CMT

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        Source URL: dorseywrightmm.com

        Language: English - Date: 2014-09-02 11:05:28
        9Financial markets / Fundamental analysis / Investment / Behavioral finance / Stock selection criterion / Efficient-market hypothesis / Momentum investing / Momentum / Beta / Financial economics / Finance / Economics

        Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency Narasimhan Jegadeesh; Sheridan Titman The Journal of Finance, Vol. 48, No. 1. (Mar., 1993), ppStable URL: http://links.jstor

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        Source URL: www.business.unr.edu

        Language: English - Date: 2008-03-15 17:04:34
        10Investment / Economics / Behavioral finance / Momentum / Technical analysis / Portfolio / Financial economics / Finance / Financial markets

        THE JOURNAL OF FINANCE • VOL. LIX, NO. 5 • OCTOBERThe 52-Week High and Momentum Investing THOMAS J. GEORGE and CHUAN-YANG HWANG∗ ABSTRACT When coupled with a stock’s current price, a readily available piec

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        Source URL: basehitinvesting.com

        Language: English - Date: 2013-01-28 20:46:41
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