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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?

Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508

Persistent link: https://www.econbiz.de/10010259376

The 52-week high, momentum, and predicting mutual fund returns

Sapp, Travis R. A. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 149-179

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Hot and cold strategies : Australian evidence

Ramiah, Vikash; Mugwagwa, Tafadzwa; Naughton, Tony - In: Review of Pacific Basin financial markets and policies 14 (2011) 2, pp. 271-295

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Momentum effect in Indian stock market : a sectoral study

Garg, Ashish Kumar; Varshney, Pankaj - In: Global business review 16 (2015) 3, pp. 494-510

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Time-series momentum trading strategies in the global stock market

Chakrabarti, Gagari - In: Business economics : the journal of the National … 50 (2015) 2, pp. 80-90

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Artificial intelligence approach to momentum risk-taking

Tscherednik, Iwan Wladimirowitsch - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-42

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in this paper. It proved to be successful in extensive...

Persistent link: https://www.econbiz.de/10012698279