This study aims to examine whether there is any evidence of momentum in Moroccan industries and whether these momentum … showed that there is ample evidence and statistically significant momentum returns in Moroccan industries. The sub …-sample findings support the evidence of momentum. This study also shows that momentum returns in the Moroccan industry are not …

Recent empirical evidence suggests that value and momentum strategies generate significantexcess returns in emerging …

We test the hypothesis that low visibility shocks to text-based network industry peers can explain industry momentum … common SIC codes. Shocks to less visible peers generate economically large momentum profits, and are stronger than own …-firm momentum variables. More visible traditional SIC-based peers generate only small, short-lived momentum profits. Our findings …

This paper examines whether momentum drives the disposition effect and vice versa in the US stock market. The results … from the analysis of the Fama-Macbethregressions show that the disposition effect drives momentum but not the other way … impact on the momentum. Therefore, the relationship between momentum and disposition effect is examined based on size deciles …

Purpose - The present research aims to examine a range of momentum trading strategies for the tourism and hospitality … that none of these momentum investing strategies was profitable. Most of the results, however, show positive, but … insignificant momentum returns. This finding can be interpreted as price reversal over a horizon of three to twelve months in the US …

The study analyses the interaction between the trading behaviour of 1,024 moving average and momentum models and the …