Acceleration Stock Momentum Strategy
August 22, 2017 - Momentum Investing
Does incorporation of stock price acceleration boost the performance of a conventional momentum strategy? In their July 2017 paper entitled “Evolution of Historical Prices in Momentum Investing”, Li-Wen Chen, Hsin-Yi Yu and Wen-Kai Wang examine whether stock price acceleration adds value to a conventional momentum strategy among U.S. stocks by identifying the best winners and the worst losers…. Keep Reading