Relevant bibliographies by topics / 52-week high momentum investing

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  2. Dissertations / Theses
  3. Conference papers

Academic literature on the topic '52-week high momentum investing'

Author: Grafiati
Published: 11 September 2021
Last updated: 30 July 2025

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Journal articles on the topic "52-week high momentum investing"

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GEORGE, THOMAS J., and CHUAN-YANG HWANG. "The 52-Week High and Momentum Investing." Journal of Finance 59, no. 5 (2004): 2145–76. http://dx.doi.org/10.1111/j.1540-6261.2004.00695.x.

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Larocco, Daniel J. "The 52-Week High and Momentum Investing in International Stock Indexes." CFA Digest 38, no. 3 (2008): 43–44. http://dx.doi.org/10.2469/dig.v38.n3.18.

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Du, Ding. "The 52-week high and momentum investing in international stock indexes." Quarterly Review of Economics and Finance 48, no. 1 (2008): 61–77. http://dx.doi.org/10.1016/j.qref.2007.02.001.

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Liao, Li-Chuan, Tzu-Pu Chang, and Ping-Huang Wang. "The Effect of the Movement in 52-Week High on Momentum Profit: The Evidence from Taiwan." International Journal of Business and Economic Sciences Applied Research 16, no. 1 (2023): 71–86. http://dx.doi.org/10.25103/ijbesar.161.07.

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Purpose: This paper aims to examine the impact of price movements in 52-week highs on a 52-week high momentum strategy. This study refers to the upward or downward movement in 52- week highs as an updating effect and determines how this effect influences the profitability of the original 52-week high momentum strategy. Design/methodology/approach: This paper decomposes the ratio of stock price to 52-week high into denoted two components: price change and updating components. We construct two momentum strategies, each focusing on adjusting either the price change or the updating component. Addi
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Hao, Ying, Robin K. Chou, Kuan-Cheng Ko, and Nien-Tzu Yang. "The 52-week high, momentum, and investor sentiment." International Review of Financial Analysis 57 (May 2018): 167–83. http://dx.doi.org/10.1016/j.irfa.2018.01.014.

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Bhootra, Ajay, and Jungshik Hur. "The timing of 52-week high price and momentum." Journal of Banking & Finance 37, no. 10 (2013): 3773–82. http://dx.doi.org/10.1016/j.jbankfin.2013.05.025.

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Faez, Hasan Mohammed. "An Empirical Evaluation of a 52-Week Momentum Strategy for Forming a Superior Active Portfolio: Evidence from the Iraqi Stock Exchange." European Journal of Science, Innovation and Technology 4, no. 1 (2024): 147–55. https://doi.org/10.5281/zenodo.14984769.

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The use of technical analysis methods is considered one of the fundamental pillars of trading in financial markets. These methods vary, and their applications differ among traders. Among the well-known techniques is momentum trading, which allows for a clear view of the strength and movement of prices. This, in turn, provides traders with signals to buy or sell stocks. The momentum strategy has proven successful in the markets, especially when analyzing stock performance over a 52-week period. Investors following this strategy build their portfolios by buying high-performing stocks and selling
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Grobys, Klaus. "Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk." Quantitative Finance 18, no. 7 (2018): 1233–47. http://dx.doi.org/10.1080/14697688.2017.1414300.

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Liu, Ming, Qianqiu Liu, and Tongshu Ma. "The 52-week high momentum strategy in international stock markets." Journal of International Money and Finance 30, no. 1 (2011): 180–204. http://dx.doi.org/10.1016/j.jimonfin.2010.08.004.

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Sapp, Travis R. A. "The 52-week high, momentum, and predicting mutual fund returns." Review of Quantitative Finance and Accounting 37, no. 2 (2010): 149–79. http://dx.doi.org/10.1007/s11156-010-0199-7.

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Dissertations / Theses on the topic "52-week high momentum investing"

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Svedberg, Stefan. "Anchoring the stock market : 52-week high momentum trading." Thesis, Umeå universitet, Nationalekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160990.

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The academic literature on finance has since the mid 60’s been largely influenced by the Efficient Market Hypothesis (Fama, 1965, 1970). The Efficient Market Hypothesis has since then been a topic for debate and numerous studies has been conducted with the agenda of testing the Efficient Market Hypothesis and its robustness. The Efficient Market Hypothesis implies that stock prices follow a random walk, hence,predicting future stock returns based on previous stock prices should not earn any success in attempt to consistently beat the market. However,different momentum trading strategies has em
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Shan, Chia-Ching, and 單家慶. "The 52-week High and Momentum investing Revisited." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/90837593090550819561.

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碩士<br>國立中央大學<br>財務金融研究所<br>98<br>We use common stocks listed on the NYSE, AMEX, and NASDAQ exchanges from January 1965 to December 2008 to compare the differences between two momentum strategies which are 52-week high strategy and JT’s momentum strategy. The JT’s momentum strategy is ranked by returns from the past 6 months, where George and Hwang (2004) use the 52-week high ratio to measure the stock performance. For each of two strategies, we classify stocks into winner, loser, and middle groups based on past returns (52-week high ratio), and then subdivide each group by using the 52-week hi
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Fernandes, João Miguel Morim Meira. "The 52-Week High and Momentum Investing: Implications for Asset Pricing Models." Master's thesis, 2015. https://repositorio-aberto.up.pt/handle/10216/81200.

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Fernandes, João Miguel Morim Meira. "The 52-Week High and Momentum Investing: Implications for Asset Pricing Models." Dissertação, 2015. https://repositorio-aberto.up.pt/handle/10216/81200.

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Spina, Francesco. "Catch the Moment(um) : more evidence of market inefficiency." Master's thesis, 2018. http://hdl.handle.net/10400.14/25888.

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I implement the 52-week high momentum strategy GH (George and Hwang, 2004) in international stock markets by Liu et al. (2011) with an extended sample of multiple countries. I find that the strategy yields positive momentum profits in 17 of the 18 markets studied, of which 12 are statistically significant. I examine the existence of the 52-week high momentum strategy profits independently from the traditional Jegadeesh and Titman JT (1993) momentum and vice versa. The results show that both strategies still generate profits conditional to the other. This and all other results confirm the findi
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Jhang, Jia-Ruei, and 張家睿. "Price Momentum, 52 Week High Price Momentum, and Sentiment Momentum." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/80062916823447904037.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>100<br>The purpose of this study was to explore the momentum effect whether existence in stock market of Taiwan. Use price momentum, a 52-week high price momentum and sentiment momentum to interact with each other to form a multi-strategy, The research results show that three strategies have significant momentum return in the short-term, only the price momentum of a long-term reversal. And in the case of interactive multi-strategy, when price momentum strategy with sentiment, the impact of the strength of the momentum effect is come from low sentiment of losers. W
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HUANG, SHIH-HSUAN, and 黃士軒. "Commodity Futures Investing Strategies Based On 52‑Week Low Momentum And Term Structure." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/xm26e4.

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碩士<br>國立高雄科技大學<br>財務管理系<br>107<br>This paper examines the combined role of 52-week low momentum,term structure and idiosyncratic volatility signals for the design of triple-singals strategy in commodity futures markets. The period of research is from 2000 to 2017.The strategy buys highest roll-returns,lowest levels of idiosyncratic volatility and highest 52-week low ratio,shorts lowest roll-returns,highest levels of idiosyncratic volatility and lowest 52-week low ratio.Triple-singals strategy average monthly return is 2.86% and annual return is 11.55%.Regardless of return and risk performance
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Ching, Wu Yun, and 吳昀靜. "The Study of the 52-week High Momentum Strategy." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/tjkdzy.

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碩士<br>僑光科技大學<br>財務金融研究所<br>105<br>Jegadeesh and Titman (1993) used the stock to form the price kinetic strategy in the past, and found that the strategy could generate profitability. The scholars discussed the phenomenon and proposed different kinetic strategies. In this paper, according to Jegadeesh and Titman (1993) method, listed companies on the Taiwan Stock Exchange as a sample, according to different industry categories for the study period from January 1, 2012 to December 30, 2016. The empirical results show that the 52-week high kinetic energy strategy, after using equal weighting, is
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Moreira, Tomás Costa. "Regular Momentum, 52-week high and 26-week high strategies in international stock markets." Master's thesis, 2020. http://hdl.handle.net/10400.14/31252.

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The profitability of momentum strategies has been subject to extensive research and debate within the literature on the topic. Nonetheless, there are only a few studies reporting variations of the strategy for an actualized time interval encompassing the significant financial crash in 2008. This study reports the Regular Momentum, 52-week high, and 26-week high momentum strategies applied to international stock markets. The study evidences the strategies returns in ten global equity markets, considering a time interval from 1989 to 2019. For the Regular Momentum, we report that nine out of ten
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CHU, MIN-TZU, and 朱敏慈. "The 52-Week High Price Momentum Strategies About The Effects Of Time And Movement." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/6z2vm7.

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碩士<br>國立雲林科技大學<br>財務金融系<br>105<br>We compare the difference from JT’s price momentum strategy which is related to underreaction and GH’s 52-week high momentum strategy which is related to anchoring and recency bias. And we find momentum profits effect in Taiwan stock market, especially 52-week high momentum strategies. And this paper examines momentum profits when we tested by 52-week high price ratio. Also, we show that it is more profitable when the 52-week high price happened more recently or eight to eleven months ago. Last but not least, we use new strategy which is upward, same or downwa
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Conference papers on the topic "52-week high momentum investing"

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Kurniawan, Yulius. "Performance Evaluation of Momentum Strategy using 52-week high data in Indonesia Stock Exchange period 2012-2016." In Proceedings of the 12th International Conference on Business and Management Research (ICBMR 2018). Atlantis Press, 2019. http://dx.doi.org/10.2991/icbmr-18.2019.31.

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