pricemomentum

Momentum shows the rate of change in price movement over a period of time to help investors determine the strength of a trend. Investors use momentum to trade ...

Price momentum is a market-based trading strategy that seeks to use publicly-available information of previous prices, returns and/or trading volume to extract ...

Price momentum is used by many quantitative investors as a predictor of future returns. Fundamental investors may also use price momentum, either explicitly or ...

As mentioned in the beginning of this article, this model tells investors they should buy past winners and sell past losers. Because this theory is based on ...

Momentum measures the velocity of price changes as opposed to the actual price levels themselves. Momentum is measured by continually taking price differences ...

Simply put, momentum refers to the inertia of a price trend to continue either rising or falling for a particular length of time, usually taking into account ...

由 藍健榮 著作 · 2013 — We find that momentum profits are positively correlated with stock return synchronicity. In addition, reversal is prevalent only in low synchronicity ...

由 林哲鵬 著作 · 2012 — Previous literature pays more attention on price momentum rather than sentiment momentum. This study applies Taiwan stock market data to reinvestigate the ...

本研究嘗試以程式交易去購買具有價格動能(price momentum)的股票，並檢視其是否具有超額正報酬。所謂的價格動能是指股票價格會呈現漲繼續漲，跌繼續跌的現象， ...