This study conducts a comprehensive investigation into style momentum strategies—the
combination of price momentum strategies based on previous medium-term returns and …

This paper examines the profitability of earnings momentum strategies based on analyst
forecast revisions in eleven international equity markets. While analyst forecast revisions …

The literature remains inconclusive on the question whether momentum exists. This paper
aims to bridge the gap in the literature by focusing on testing momentum hypothesis in …

We analyze a novel alpha momentum strategy that invests in stocks based on three-factor
alphas which we estimate using daily returns. The empirical analysis for the US and for …

Przedstawiono zasadnicze uwagi i zastrzeżenia przedstawicieli nurtu behawioralnego w
stosunku do najważniejszych elementów klasycznej teorii finansów. Omówiono …

Previous studies have shown that market participants underestimate earnings growth for
past winner stocks, and that growth stocks are more sensitive to earnings surprises. These …

This paper examines the post‐cost profitability of momentum trading strategies in the UK
over the period 1988–2003 and provides direct evidence on stock concentration, turnover …

This study empirically analyzes time series momentum (TSM) in the European equity market
between 2000 & 2020. The study produces additional evidence on TSM where a significant …

Purpose–The purpose of this paper is to investigate the profitability of momentum investment
strategy and the predictive power of trading volume for equities listed in the Australian Stock …

The puzzling momentum strategies' payoffs are defying the rational financial theory
asserting the stocks returns' unpredictability. Moreover, the momentum effect persist the …