Log in

Relevant bibliographies by topics / 52-week high momentum / Dissertations / Theses

To see the other types of publications on this topic, follow the link: 52-week high momentum.

Dissertations / Theses on the topic '52-week high momentum'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 15 dissertations / theses for your research on the topic '52-week high momentum.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

2

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

3

Shan, Chia-Ching, and 單家慶. "The 52-week High and Momentum investing Revisited." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/90837593090550819561.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

4

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

5

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

6

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.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

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.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

9

Lin, Chia Hung, and 林家宏. "A Study of the 52-week High Momentum Strategy: Evidence from Taiwan Stock Market." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/62002780430095895769.

Full text

Abstract:

碩士<br>長庚大學<br>工商管理學系<br>102<br>In the behavioral finance field, behavior economists suggest that investors’ rationality is limited, and there exist different kinds of bias in their mind while they are making decisions under the risk. Thus, economists claims that they can use specific strategy to gain abnormal return, and momentum strategy is one of the strategy they usually use. This study try to explore the profitability and suitability by using 52-week high momentum strategy in Taiwan stock market, and the method in this paper is based on George and Hwang (2004)’s method. After empirical ana

APA, Harvard, Vancouver, ISO, and other styles

10

Chang-HongKuo and 柯昌宏. "An Empirical Study on 52-Week High Momentum Strategy and Momentum Life Cycle Hypothesis – Evidence from the Taiwan Stock Market." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/yxd2d3.

Full text

Abstract:

碩士<br>國立成功大學<br>財務金融研究所碩士在職專班<br>104<br>There are plenty of studies in momentum strategy after the significant positive returns research in the U.S. market by Jegadeesh and Titman (1993), also there are lots of different kind of momentums based on the concept of price momentum such as earnings momentum, industry momentum, 52-week high momentum, moving average momentum, residual momentum. Peng (2012) evidences the 52-week high momentum strategy in Taiwan stock market, to make sure that 52-week high strategy is dominant to other momentum strategy. In the other hand, Lee and Swaminathan (2000) co

APA, Harvard, Vancouver, ISO, and other styles

11

Carstens, Daniel Maximilian. "How does the 52-week high and low price affect stock return moments? : a study on the US-stock market." Master's thesis, 2019. http://hdl.handle.net/10400.14/31257.

Full text

Abstract:

We provide new empirical evidence on the profitability of two different 52-week high momentum strategies in the US stock market. Investing in a zero-investment strategy portfolio that holds a long position in stocks with a current price close to its 52-week high price and holds a short position in the stocks which current price is relatively lower to its 52-week high, offers investors excess returns, but not consistent over time. An alternative strategy, in which the stocks are ranked based on the recency of the date on which a stock accomplished its 52-week high, significantly increase

APA, Harvard, Vancouver, ISO, and other styles

12

Chi-MingYu and 游錦銘. "The Application of Game Theory and 52-Week High Momentum on Global Macro Strategy: A Case Study of Lockheed Martin." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/ndtkpr.

Full text

Abstract:

碩士<br>國立成功大學<br>財務金融研究所碩士在職專班<br>104<br>Abstract In the wake of the global financial crisis of 2008, the international order has begun to change geopolitically. In January 2012 the Pivot to Asia policy was first introduced by the United States, and then intensive international relations culminated in the Sino-Japanese Diaoyutai Islands sovereignty dispute of September, 2012. Like Reagan’s announcement of Star Wars Program to trigger an arms race between U.S.A and Russian in 1980s, Obama’s Pivot to Asia Policy in 2012 has been sparked a new one between U.S.A, China and their allies respectiv

APA, Harvard, Vancouver, ISO, and other styles

13

楊子德. "The comparison and analysis of profitability of 52 week high, price and industry momentum strategies: Evidence from Taiwan Stock Exchange." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/18059648603944318481.

Full text

APA, Harvard, Vancouver, ISO, and other styles

14

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

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

15

Cahan, Rachael Marie. "An investigation into the strength of the 52-week high momentum strategy in the United States : a thesis presented in partial fulfillment of the requirements of the degree of Masters of Business Studies in Finance at Massey University, Palmerston North, New Zealand." 2008. http://hdl.handle.net/10179/891.

Full text

Abstract:

This thesis extends the 52-week high momentum literature, which was first published by George and Hwang in 2004, by stressing the parameters of the trading strategy to investigate its robustness. George and Hwang, in their seminal paper, find that the ratio of a stock’s close price to its 52-week high price is a good predictor of future returns. The thesis stresses various parameters of the strategy - such as the percent of total stocks bought and sold each period – and applies the strategy over different time periods – such as bull and bear markets. The study finds that the strategy is more p

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!