Fama, Eugene F., and Kenneth R. French. 2011. Size, value and momentum in international stock returns, Tuck School of Business Working Paper No. 2011-85; Chicago Booth Research Paper No. 11-10. Korajczyk, Robert A., and Ronnie Sadka. 2004. “Are Momentum Profits Robust to Trading Costs?
Cakici, Fieberg, Metko, and Zaremba’s (January 2023) paper contributes to the never-ending debate of the chicken-or-egg problem of what comes first: Does the stock price momentum originate from the factor momentum? The study reexamined the relationship between the factor and price momentum ...
直接使用“pip install qstock”就可以安装，无需注册就可以直接使用。在这里，咱取得是这4个ETF的收盘...
Investors should also take note of ICL's average 20-day trading volume. Volume is a useful item in many ways, and the 20-day average establishes a good price-to-volume baseline; a rising stock with above average volume is generally a bullish sign, whereas a declining stock on above averag...
Does Book-to-Market Ratio Matter in Profitability of Momentum Investment Strategy in Tehran Stock Exchange? This paper investigates the profitability of momentum investment strategies for equities listed in the Shanghai Stock Exchange. We also investigate the role of trading volume to examine whether th...
Although price trends such as momentum and reversal patterns of stock prices are well established in the literature, little is known whether price patterns still hold at the international level. Using data from over 24,000 stock prices, the analysis forms international within and across industries ...
Momentum Stock Screener to scan for a list of the best momentum stocks today listed on the NASDAQ, NYSE and AMEX. The momentum stocks list is useful for traders and investors who are looking for stocks on the rise.
Sources of Winner-Loser Effects in National Stock Markets Consistent with the trading strategy results, it is also found that most of the stock market indexes follow a mean-reverting process, implying positive autocorrelations in short-horizon returns and negative autocorrelations in long lags... MS...
The zero line is essentially an area where the index or stock is likely trading sideways or has no trend. Once a stock's momentum has increased—whether it's bullish or bearish—the momentum line (yellow line) moves farther away from the zero line (blue line).1 ...
he takes along positionin a stock or asset that has been trending up. If the stock is trending down, he takes ashort position. Instead of the traditional philosophy of trading—buy low, sell high—momentum investing seeks