Short Term Momentum Profits and Their Source - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Short Term Momentum Profits and Their Source write by Abdullah Ejaz. This book was released on 2013. Short Term Momentum Profits and Their Source available in PDF, EPUB and Kindle. The main objective of this paper is to seek the source that can explain the momentum profits because the source of momentum profits has been disputed. The secondary objective of the paper is to affirm the findings of pervious authors about the presence of short term momentum effect and reaffirm the notion that CAPM cannot explain momentum profits supported by large number of authors. For the primary objective, a set of variables has been chosen, that fall under the category of "Business Indicators," to explain the momentum profits. It is found that a variable "Starting a Business" could explain the source of momentum profits whereas other variables may have negligible or no influence over momentum profits. It is also reaffirmed that short term momentum effect has been found in the 14 stock markets and CAPM could not explain the momentum profits. This study is not conclusive due to limitation of data but it does give a source of momentum profits and sheds light on future research about the sources that can explain momentum profits in great detail.
The Origin of Short-Term Momentum Effects' Profits
The Origin of Short-Term Momentum Effects' Profits - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Origin of Short-Term Momentum Effects' Profits write by Abdullah Ejaz. This book was released on 2013. The Origin of Short-Term Momentum Effects' Profits available in PDF, EPUB and Kindle. In the field of financial literature, many scholars have tried to solve the riddle of origin of momentum profits. But results are so far mixed and not ultimate. The purpose of this paper is to find the origin of short term momentum effect. For this purpose, a new set of variables has been chosen that comes under the classification of "Business Proxies." Fourteen stock markets from around the globe have been chosen to find the origin. These markets are Argentina, Austria, Brazil, China, Chile, Greece, India, Italy, Ireland, Mexico, New Zealand, Pakistan, Turkey and the USA. It is found that, out of 4 independent variables, a variable SB (Starting a Business) has proved to be significant to explain the source of momentum whereas all other variables might or might not have influence over momentum profits.
Quantitative Momentum
Quantitative Momentum - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Quantitative Momentum write by Wesley R. Gray. This book was released on 2016-10-03. Quantitative Momentum available in PDF, EPUB and Kindle. The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Street's most sophisticated investors. First, you'll learn what momentum investing is not: it's not 'growth' investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. You'll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors flocking into the momentum fold. Systematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your own momentum strategy from the ground up. Learn what momentum is and is not Discover how momentum can beat the market Take momentum beyond asset allocation into stock selection Access the tools that ease DIY implementation The large Wall Street hedge funds tend to portray themselves as the sophisticated elite, but momentum investing allows you to 'borrow' one of their top strategies to enrich your own portfolio. Quantitative Momentum is the individual investor's guide to boosting market success with a robust momentum strategy.
Quantitative Momentum
Quantitative Momentum - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Quantitative Momentum write by Wesley R. Gray. This book was released on 2016-09-13. Quantitative Momentum available in PDF, EPUB and Kindle. The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Street's most sophisticated investors. First, you'll learn what momentum investing is not: it's not 'growth' investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. You'll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors flocking into the momentum fold. Systematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your own momentum strategy from the ground up. Learn what momentum is and is not Discover how momentum can beat the market Take momentum beyond asset allocation into stock selection Access the tools that ease DIY implementation The large Wall Street hedge funds tend to portray themselves as the sophisticated elite, but momentum investing allows you to 'borrow' one of their top strategies to enrich your own portfolio. Quantitative Momentum is the individual investor's guide to boosting market success with a robust momentum strategy.
Understanding the Sources of Momentum Profits
Understanding the Sources of Momentum Profits - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Understanding the Sources of Momentum Profits write by Qiang Kang. This book was released on 2003. Understanding the Sources of Momentum Profits available in PDF, EPUB and Kindle.
