, momentum strategies are appropriate for the Chinese stock market when continuously rising stock prices and overbought signals …

/short strategies. It was found, however, that momentum strategies generally picked short positions in volatile and illiquid stocks … hypothesis that feasible momentum strategies cannot generate statistically significant abnormal returns could be rejected at the …

. If markets were efficient, there would be no profits from momentum strategies. Two momentum strategies are examined …

In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk … based and risk-return ratio based momentum strategies while estimating the transaction costs involved in implementing such … strategies. For return based momentum strategies, we show that most strategies involving a 3 or 6 month formation period exhibit …

findings of existing literature. Trading volume based momentum strategies only work when high trading volume and low trading …

This paper documents strong evidence for the robust profitability of the momentum strategies inter and intra five Arabo … a period of about one year. Even after controlling for the country effect, the neutral-country momentum strategies still … that the market and the SMB factors account for the profitability of neutral-country momentum strategies’ payoffs, still …