Price Momentum
Bibliographic Data
| ID | 23604148 |
|---|---|
| Authors | Weimin Liu (0000-0002-4688-7116, University of Nottingham Ningbo China, corresponding author) |
| Year | 2015 |
| Pages | 1-3 |
| Publication date | 2015-01-21 |
| Open Access | Yes |
| Type | CHAPTER |
| Venue | Wiley Encyclopedia of Management (SOURCE_BOOK) |
| Publisher | Wiley (PUBLISHER • GB) |
| DOI | 10.1002/9781118785317.weom040017 |
| OpenAlex | W4247544745 |
| ISBN | 9781118785317 |
| Language | EN |
| References cited | 23 |
One of the most intriguing properties of stock market behavior is that stock returns measured over intervals of less than a year (3–12 months) exhibit positive serial correlation or price momentum.
Econometrics · Economics · Financial economics · Geography · Momentum (technical analysis) · Series (stratigraphy) · Stock (firearms) · Stock market · Stock price · Complex Systems and Time Series Analysis · Financial Markets and Investment Strategies · Geology · Paleontology · Stock Market Forecasting Methods
| Highly cited | No |
|---|