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The effect of the movement in 52-week high on momentum profit : the evidence from Taiwan

Liao, Li-Chuan; Chang, Tzu-pu; Wang, Ping-Huang - In: International journal of business and economic sciences … 16 (2023) 1, pp. 71-86

Purpose: This paper aims to examine the impact of price movements in 52-week highs on a 52-week high momentum strategy. This study refers to the upward or downward movement in 52- week highs as an updating effect and determines how this effect influences the profitability of the original 52-week...

Persistent link: https://www.econbiz.de/10014419592

Style analysis, customized benchmarks, and managed funds : new evidence

Holmes, Kathryn A.; Faff, Robert W. - In: Applied financial economics letters 4 (2008) 4/6, pp. 253-258

Persistent link: https://www.econbiz.de/10003807574

Decomposition of mutual fund underperformance

Hu, Jin-li; Chang, Tzu-pu - In: Applied financial economics letters 4 (2008) 4/6, pp. 363-367

Persistent link: https://www.econbiz.de/10003807805

Style drift and fund performance in up and down markets : Australian evidence

Holmes, Kathryn A.; Faff, Robert W. - In: Applied financial economics letters 4 (2008) 4/6, pp. 395-398

Persistent link: https://www.econbiz.de/10003808149