Browsing by Subject "52-week high momentum"

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International comparison of returns from conventional, industrial and 52-week high momentum strategies

Gupta, Kartick; Locke, Stuart; Scrimgeour, Frank (Elsevier, 2010)

The performance of industrial and 52-week high momentum strategies is compared to the conventional strategy, using a large sample of stocks drawn from multiple countries covering a quarter of century to 2007. The sample ...