We replicate Moskowitz and Grinblatt’s (1999) findings on industry momentum using data for US large cap stocks between 1998 and 2007. Moskowitz and Grinblatt find that industry momentum strategies appear to be highly profitable. Moskowitz and Grinblatt also demonstrate that individual stock momentum strategies, which buy past winning stocks and sell past losing stocks, are less profitable after...

This Technical Note outlines an adjoint complement to a critical building block of pressure-based Finite-Volume (FV) flow solvers that employ collocated variable arrangement simulate virtually incompressible fluids. The focal point is strengthen the pressure-velocity coupling by using Momentum-Weighted Interpolation (MWI) strategy. To this end, analogies established primal MWI techniques are de...

Momentum and reversals are two phenomena to explain the past return trend. Originally introduced by Jegadeesh Titman in 1993, momentum is now a common investment strategy when investors trading securities. It points out stock price may have relationship with their performance. A large number of researchers been trying find effect based on empirical evidence different markets periods, which incl...

To achieve overall business goals, GQM+Strategies® is an approach that aligns the business goals at each level of an organization to strategies and assesses the achievement of goals. Strategies derived from business goals are based on rationales (context factors and assumptions). Because extracting all rationales is an important process in the GQM+Strategies approach, we propose Context-Assumpt...

there are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. in this study, the profitability of a broad range of stock se-lection strategies in tehran stock exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...