Mostly Momentum Papers

nodoodahs · Moderator Joined: 06 May 2005 Posts: 2408

On value vs. price momentum.
http://econpapers.repec.org/scripts/redir.pl?u=http%3A%2F%2Feconwpa.wustl.edu%3A80%2Feps%2Ffin%2Fpapers%2F0412%2F0412007.pdf;h=repec:wpa:wuwpfi:0412007

Momentum strategies.
http://www.pstat.ucsb.edu/research/papers/RJSF_Sept28_Final_2005.pdf

Syllabus for trading strategies and fundamental analysis.
https://faculty-gsb.stanford.edu/soliman/documents/SYLLABUS_SUM2004.pdf

Technical analysis.
http://momentum.technicalanalysis.org.uk/IlIl99.pdf

Are momentum profits robust to trading costs?
http://econwpa.wustl.edu:8089/eps/fin/papers/0308/0308004.2003.pdf

Interaction of value and momentum strategies. Very interesting.
http://momentum.behaviouralfinance.net/Asne97.pdf

Price momentum, trading volume, and value strategy.
http://forum.johnson.cornell.edu/faculty/swaminathan/Published%20Papers/JF_oct00.pdf

Profitability of momentum strategies.
http://www.pstat.ucsb.edu/research/papers/momentum.pdf

Risk/reward for momentum investing.
http://finance.wharton.upenn.edu/~rlwctr/papers/9813.pdf

Does technical analysis work?
http://momentum.behaviouralfinance.net/YTPK02.pdf

Momentum in Australian stock returns.
http://www.agsm.unsw.edu.au/eajm/0309/pdf/hurn.pdf
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I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

rffrydr · Posted: Tue Nov 10, 2009 7:54 am Post subject:

We only know momentum by assuming we know what's at rest. And we know what that spells.

Momentum investing just may be the new value investing. I heard a london sharpie talking about how Buffett is the last relic of value. Funny when you consider how he's thrived during this greatest of momentum defined ages. No so funny when you consider how little momentum characterized the period when he developed as a speculator.
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Today is the Tomorrow you worried about Yesterday!

nodoodahs · Moderator Joined: 06 May 2005 Posts: 2408

http://www.columbinecap.com/pdf/ALPHA_VOLUME.pdf
http://www.columbinecap.com/pdf/Factor_Success.pdf
http://www.dorseywrightmm.com/downloads/hrs_research/ValMom20AMP_20080710.pdf
http://www.dorseywrightmm.com/downloads/hrs_research/Columbine%20RS.pdf
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

victor · Posted: Thu Jan 05, 2006 11:38 am Post subject:

I have no words.

I will need a month to read and absorb all that stuff, but sure it's worth my time.

thanks one more time, bill.