In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

This paper presents evidence of momentum and reversal being related phenomena in the
German stock market. This finding contrasts Conrad and Yavuz's (2017) results for the US …

Financial market shocks and portfolio rebalancing | Emerald Insight Books and journals Case
studies Expert Briefings Open Access Publish with us Advanced search Financial market …

US stocks between 1968 and 1989. They found that buying so-called winner stocks (defined
as the top 10% of stocks with the highest returns over the past 3, 6, 9, or 12 months) and …

Purpose–This study aims to focus on the profitability of momentum trading in the Korean
stock market. More specifically, it aims to conduct an examination of the relationship …

This paper tests the profitability of momentum strategies in Kenya, an emerging market for
the period 1995 to 2007. Both relative strength strategies (RSS) and (weighted relative …

This study examines whether institutions are sophisticated investors that exploit stock
characteristics known to predict future returns in Korea, using data from 2000 to 2018. We …

This study evaluates the profitability of practical momentum strategies on the Johannesburg
Stock Exchange (JSE) over the period January 1998 to May 2013 and compares the risk …

This thesis investigates the profitability of the Momentum and Contrarian strategies in
international equity markets. In particular, I introduce for the first time the use of countries' …

The plain momentum strategy has been a profitable investment strategy for investors in
many countries. Despite the success of the momentum strategies, the plain momentum is …