Curve momentum

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چکیده

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منابع مشابه

Momentum

1. Disciplina de Pneumologia, Instituto do Coração, Hospital das Clínicas, Faculdade de Medicina, Universidade de São Paulo, São Paulo (SP) Brasil. 2. Editor-Chefe do JBP Jornal Brasileiro de Pneumologia, Brasília (DF) Brasil. The Portuguese word momento can be translated in a number of ways. It is first and foremost translated as “moment”, which has an eminently temporal connotation, indicatin...

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DESIGN OPTIMIZATION OF CABLE-STAYED BRIDGES USING MOMENTUM SEARCH ALGORITHM

Design optimization of cable-stayed bridges is a challenging optimization problem because a large number of variables is usually involved in the optimization process. For these structures the design variables are cross-sectional areas of the cables. In this study, an efficient metaheuristic algorithm namely, momentum search algorithm (MSA) is used to optimize the design of cable-stayed bridges....

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Momentum ∗

This paper combines a comprehensive sample of intraday firm-level news arrivals with high-frequency price movements of individual stocks, thereby decomposing daily stock returns into news-driven and non-news driven components. Consistent with prior literature, we find that non-news driven return precedes a reversal. For news-driven return, however, we find strong evidence of return continuation...

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Curve Registration Curve Registration

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive...

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Impact of momentum on stock returns in different market conditions

The purpose of this study is to compare the impacts of momentum on stock returns of companies listed in Tehran Stock Exchange in different market conditions. For this purpose, the sample size is 120 months from 2008 to 2017. The research hypotheses are estimated using multivariate linear regression using time series method. Based on the results of the hypotheses test, the momentum in each of th...

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ژورنال

عنوان ژورنال: Journal of Banking & Finance

سال: 2020

ISSN: 0378-4266

DOI: 10.1016/j.jbankfin.2019.105718