Browsing: momentum trading

Posts Tagged ‘ momentum trading ’

What is Behind the Momentum Factor? Informed Trades?

Aug 5th, 2018 | Filed under: CAPM / Alpha Theory, Financial Economics Theory, Newly Added, Finance & Economics

A new paper by four U.S. scholars makes a contribution to the literature on factors and the modeling of stock prices. The paper, “An Information Factor,” proposes in essence that the momentum factor isn’t what it seems to be. Ever since the publication of a 1993 paper by Jegadeesh andRead More

Adding Some Contrarianism to the Momentum Strategy

Nov 12th, 2017 | Filed under: Alpha & Beta, Newly Added, Hedge Funds, Allocating to Alts

A scholar in Moscow, at National Research University Higher School of Economics, has proposed a trading strategy that combines ‘momentum’ and “contrarian’ strategies in a way that, this scholar believes, could reap the upsides of both. The scholar, Victoria Dobrynskaya, assistant professor of finance, says that momentum strategies do produceRead More