Cover Image

Momentum analysis of DJI stocks near sharp rise, crash, and consolidation

Using a momentum trading approach, Dow Jones Industrial stocks are analyzed on an yearly basis for trade execution during the rise, crash, and consolidation period (1999–2001) of the stock market. While the anomalous trend in some of the volatile sectors are seen (i.e., the Microsoft in year 2000), the probability of high return is considerably high with appropriate choices of trading threshold for short-to-long-term momentum trading.
Year of publication:
2004
Authors: Wang, Hui ; Pandey, R.B.
Published in:
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 334.2004, 3, p. 524-530
Publisher: Elsevier
Online Resource
Check full text access |
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
subito order
I need help
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10010590406
Similar items by person