The literature on equity markets documents the existence of mean reversion and momentum phenomena. Researchers in … foreign exchange markets find that foreign exchange rates also display behaviors akin to momentum and mean reversion. This … paper implements a trading strategy combining mean reversion and momentum in foreign exchange markets. The strategy was …

a continuous portfolio choice model, in which stock returns exhibit both momentum and mean reversion, DC plan members … candidate and we show how a DC plan investor can benefit from market opportunities by taking advantage of the momentum and mean …

do not follow random walk in any of the 15 Finnish cities included in the analysis. Instead, momentum in housing price … movements. The results also show that the momentum and reversion patterns may substantially vary between regional housing …

parity. Momentum and trend following have often been used interchangeably although the former is a relative concept and the … latter absolute. By combining the two we find that one can achieve the higher return levels associated with momentum …

parity. Momentum and trend following have often been used interchangeably although the former is a relative concept and the … latter absolute. By combining the two we find that one can achieve the higher return levels associated with momentum …

short run are momentum drive, and house prices can deviate substantially from equilibrium in the SR. This fact is supported …