New empirical evidence on the investment success of momentum strategies based on relative stock prices

Keyphrases

• Stock Prices 100%
• Momentum Strategy 100%
• Momentum Trading Strategy 66%
• 52-week High Price 66%
• Current Stock 66%
• Stock Market 33%
• Relative Prices 33%
• New Evidence 33%
• Trading Strategy 33%
• Semi-strong 33%
• Carhart Four-factor Model 33%
• Fama 33%
• Price Ratio 33%
• Momentum Model 33%
• 52-week High 33%
• Past Price 33%
• 3-factor Model 33%
• New Weights 33%
• Economic Factors 33%
• Investment Performance 33%
• Financial Factors 33%

Economics, Econometrics and Finance

• Stock Price 100%
• Relative Cost 33%
• Factor Model 33%
• Median 33%