Gosalia, Kamalesh; Lefebvre, Rock - Certified General Accountants Association of Canada - CGA - 2013
momentum effect, the acceleration of a security’s price or volume, is one of the anomalies of financial markets that challenge … direction than to change directions. This study empirically examines the presence of the momentum effect in Canadian capital … analysis indicate that the momentum effect is only short lived in Canadian capital markets. Correlation between prices …