West Loop Financial LLCMomentum Across Time & Asset Classes – West Loop Financial LLC https://www.westloopfinancial.com Evolutionize Site Wed, 19 Aug 2020 20:50:49 +0000 en-US hourly 1 https://wordpress.org/?v=5.1.22 Momentum Across Time & Asset Classes https://www.westloopfinancial.com/2015/06/22/momentum-across-time-asset-classes/ https://www.westloopfinancial.com/2015/06/22/momentum-across-time-asset-classes/#respond Mon, 22 Jun 2015 09:00:29 +0000 http://evolvemypractice.com/?p=2022 The academic study of price momentum has intensified considerably since 1993, the year Narasimhan Jegadeesh and Sheridan Titman’s paper, “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency,” appeared in The Journal of Finance. The authors found that buying winning stocks and selling losers generated significant positive returns over three- to 12-month...

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]]> The academic study of price momentum has intensified considerably since 1993, the year Narasimhan Jegadeesh and Sheridan Titman’s paper, “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency,” appeared in The Journal of Finance. The authors found that buying winning stocks and selling losers generated significant positive returns over three- to 12-month ownership.

A recent contribution to the body of literature exploring various aspects of price momentum is a May 2015 study from Christopher Geczy and Mikhail Samonov, “215 Years of Global Multi-Asset Momentum: 1800-2014 (Equities, Sectors, Currencies, Bonds, Commodities and Stocks).”

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