The illusory nature of momentum profits

Article Abstract:

The profitability of relative strength or momentum trading strategies, buying past strong performers and selling past weak performers, is re-examined. The results conclude that the magnitude of the abnormal returns associated with the trading strategies creates an illusion of profit opportunity even though none exists.

Corporate Profits, Market Targeting & Approach, Analysis, Profit, Profits, Market strategy

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Liquidity of emerging markets

Article Abstract:

The new markets feeling huge growth due to heavy foreign investments, these markets can give great returns. Tests done to evaluate the measure the liquidity are explained.

Foreign investments

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Asset pricing with liquidity risk

Article Abstract:

The channels by which liquidity risk will impact the prices of assets and the importance of these channels in economy are explained.

Liquid assets

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