Momentum Life Cycle around the World and Beyond

Weikai Li    Weikai Li, K.C. John Wei
15 Nov 2016
Categories: General Market Analysis, Investment Management, Equity Investments, Behavioral Finance

Country or region: Asia Pacific (Overall)

Summary:
Buying low turnover winner stocks and shorting high turnover loser stocks (early-stage momentum) improves significantly over simple momentum strategies in 36 countries. ......


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