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Empirical evidence on the profitability of momentum trading strategies using ETFs
Susana Yu
, Gwendolyn Webb
Accounting and Finance
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Dive into the research topics of 'Empirical evidence on the profitability of momentum trading strategies using ETFs'. Together they form a unique fingerprint.
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Keyphrases
Momentum Trading Strategy
100%
Momentum Strategy
100%
Financial Crisis
50%
52-week High Price
50%
Design Methodology
25%
Ranking Method
25%
Underpricing
25%
Efficient Market Hypothesis
25%
Strong Predictor
25%
Arbitrage
25%
Trading Costs
25%
Capital Gains
25%
Market Inefficiency
25%
Momentum Trading
25%
Future Performance
25%
Behavioral Explanations
25%
Efficient Markets
25%
Gain Loss
25%
Ranking Measures
25%
Transactional Costs
25%
Total Return
25%
Positive Performance
25%
Economics, Econometrics and Finance
Financial Crisis
100%
Efficient Market Hypothesis
50%
Arbitrage
50%