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Journal articles on the topic '52-week high momentum'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

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1

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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2

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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3

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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4

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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5

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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6

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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7

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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8

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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9

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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10

Marshall, Ben R., and Rachael M. Cahan. "Is the 52-week high momentum strategy profitable outside the US?" Applied Financial Economics 15, no. 18 (2005): 1259–67. http://dx.doi.org/10.1080/09603100500386008.

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11

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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12

Priya, Gupta, and Ahmad Ansari Valeed. "Gross Profitability and Momentum: Evidence from India." Journal of Economics, Finance And Management Studies 08, no. 02 (2025): 1321–31. https://doi.org/10.5281/zenodo.14928615.

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This study investigates the joint impact of an investment strategy that integrates gross profitability and the 52-week high price indicator within the context of the Indian stock market. This study uses an empirical approach commonly found in asset pricing literature. The analysis incorporates data from October 2002 to September 2022. Firms are classified into tercile portfolios according to their profitability and momentum metrics, and their overall performance is assessed using an independent double-sorting methodology. The empirical analysis presents results for both value-weighted and equa

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13

Smales, Lee A. "Trading Behavior in Agricultural Commodity Futures around the 52-Week High." Commodities 1, no. 1 (2022): 3–17. http://dx.doi.org/10.3390/commodities1010002.

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Utilizing the Commodity Futures Trading Commission’s Commitment of Traders report, we examine the behavior of traders in three large agricultural futures markets (corn, soybean, and wheat) when prices are at a key technical trading level—the 52-week high (the highest price during the past year). Our empirical results confirm that, consistent with hedging behavior, commercial traders tend to be negative feedback traders, while non-commercial traders tend to be momentum traders. In both cases, there is a moderating effect when the market is at the 52-week high. For non-commercial traders, this e

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14

Jung, Daesung, and Hoyoung Ryu. "The 52-Week High Momentum Investment Strategies; Evidence in the Korean Stock Market." Korean Data Analysis Society 23, no. 4 (2021): 1671–84. http://dx.doi.org/10.37727/jkdas.2021.23.4.1671.

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15

Gupta, Kartick, Stuart Locke, and Frank Scrimgeour. "International comparison of returns from conventional, industrial and 52-week high momentum strategies." Journal of International Financial Markets, Institutions and Money 20, no. 4 (2010): 423–35. http://dx.doi.org/10.1016/j.intfin.2010.06.002.

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16

Zhang, Hanxiong, and Andrew Urquhart. "Do momentum and reversal strategies work in commodity futures? A comprehensive study." Review of Behavioral Finance 12, no. 4 (2020): 375–409. http://dx.doi.org/10.1108/rbf-05-2019-0067.

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PurposeMotivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three investment trading strategies, namely, the momentum strategy of Jegadeesh and Titman (1993), the 52-week high momentum strategy of George and Hwang (2004) and the pairs trading strategy of Gatev et al. (2006) in the commodity futures market.Design/methodology/approachThe three strategies are those given by Jegadeesh and Titman (1993), George and Hwang (2004) and Gatev et al. (2006), respectively.FindingsThe authors find that there is no significant reversal

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17

Hao, Ying, Hsiang-Hui Chu, Keng-Yu Ho, and Kuan-Cheng Ko. "The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?" International Review of Economics & Finance 43 (May 2016): 121–38. http://dx.doi.org/10.1016/j.iref.2015.10.035.

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18

Bettman, Jenni L., Stephen J. Sault, and Anna H. von Reibnitz. "The impact of liquidity and transaction costs on the 52-week high momentum strategy in Australia." Australian Journal of Management 35, no. 3 (2010): 227–44. http://dx.doi.org/10.1177/0312896210385282.

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19

Yu, Susana, and Gwendolyn Webb. "Empirical evidence on the profitability of momentum trading strategies using ETFs." Managerial Finance 46, no. 11 (2020): 1321–41. http://dx.doi.org/10.1108/mf-01-2019-0046.

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PurposeWe extend empirical evidence on the profitability of momentum trading to the realm of plain-equity ETFs.Design/methodology/approachWe employ several ranking measures used in prior research, and for each we apply a traditional ranking based on total return, and a variation based only on the capital gain/loss portion of return.FindingsWhile we find that past momentum is not a strong predictor of future performance in our overall sample period, 2007 to June 2018, we find that the percent off 52-week high price results in positive performance in the recovery years following the financial cr

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20

Bornholt, Graham, and Mirela Malin. "Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices." Applied Financial Economics 21, no. 18 (2011): 1369–79. http://dx.doi.org/10.1080/09603107.2011.572848.

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21

Ma, Qingzhong, Hui Wang, and Wei Zhang. "Trading against anchoring." Review of Behavioral Finance 9, no. 3 (2017): 242–61. http://dx.doi.org/10.1108/rbf-04-2016-0014.

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Purpose The purpose of this paper is to explore trading strategies that exploit investors’ anchoring bias. Design/methodology/approach This paper forms portfolios based on nearness ratio and other anomaly variables under one- and two-way sorts. The portfolio return series are then regressed on Fama and French three factors to extract abnormal returns. Findings First is to use anchoring as a technical signal. A strategy that trades against anchoring buys stocks with prices near their 52-week high and sells stocks with prices far below their 52-week high. Based on deciles, the strategy generates

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22

Byun, Suk-Joon, and Byounghyun Jeon. "Momentum Crashes and the 52-Week High." Financial Analysts Journal, April 3, 2023, 1–20. http://dx.doi.org/10.1080/0015198x.2023.2183706.

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23

Grobys, Klaus. "Risk-Managed 52-Week High Industry Momentum, Momentum Crashes, and Hedging Macroeconomic Risk." SSRN Electronic Journal, 2017. http://dx.doi.org/10.2139/ssrn.2903989.

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24

Barroso, Pedro, and Haoxu Wang. "What Explains Price Momentum and 52-Week High Momentum When They Really Work?" SSRN Electronic Journal, 2020. http://dx.doi.org/10.2139/ssrn.3716786.

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25

Liu, Ming, Qianqiu Liu, and Tongshu Ma. "The 52-Week High Momentum Strategy in International Stock Markets." SSRN Electronic Journal, 2010. http://dx.doi.org/10.2139/ssrn.1364566.

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26

Hung, Weifeng, Ching-Ting Lin, and J. Jimmy Yang. "Aggregate 52-week high, limited attention, and time-varying momentum profits." Journal of Banking & Finance, May 2022, 106531. http://dx.doi.org/10.1016/j.jbankfin.2022.106531.

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27

Raju, Rajan. "The 52-Week High Effect and Momentum Investing: Evidence from India." SSRN Electronic Journal, 2023. http://dx.doi.org/10.2139/ssrn.4587697.

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28

Faez, Hasan Mohammed. "An Empirical Evaluation of a 52-Week Momentum Strategy for Forming a Superior Active Portfolio: Evidence from the Iraqi Stock Exchange." February 16, 2024. https://doi.org/10.5281/zenodo.10702162.

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Abstract:

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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29

Alsubaie, Abdullah N., and Mohammad Najand. "Trading Volume, Price Momentum, and the 52-Week High Price Momentum Strategy in the Saudi Stock Market." SSRN Electronic Journal, 2008. http://dx.doi.org/10.2139/ssrn.1087391.

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30

Zhou, Xuemei, Qiang Liu, and Shuxin Guo. "The 52-week High Momentum Strategy and Economic Policy Uncertainty: Evidence from China." Emerging Markets Finance and Trade, April 21, 2021, 1–13. http://dx.doi.org/10.1080/1540496x.2021.1904880.

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31

Raza, Ahmad, Ben R. Marshall, and Nuttawat Visaltanachoti. "Is the 52-Week High Momentum Strategy Profitable in the Foreign Exchange Market?" SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2479145.

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32

Gupta, Priya, and Valeed Ahmad Ansari. "Gross Profitability and Momentum: Evidence from India." Journal of Economics, Finance And Management Studies 08, no. 02 (2025). https://doi.org/10.47191/jefms/v8-i2-52.

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Abstract:

This study investigates the joint impact of an investment strategy that integrates gross profitability and the 52-week high price indicator within the context of the Indian stock market. This study uses an empirical approach commonly found in asset pricing literature. The analysis incorporates data from October 2002 to September 2022. Firms are classified into tercile portfolios according to their profitability and momentum metrics, and their overall performance is assessed using an independent double-sorting methodology. The empirical analysis presents results for both value-weighted and equa

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33

Gupta, Kartick, and Stuart Locke. "Profitability of 52-Week High Momentum Returns in the Global Equity Markets- an Empirical Evidence." SSRN Electronic Journal, 2008. http://dx.doi.org/10.2139/ssrn.1104892.

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34

Chen, Chen, Chris Stivers, and Licheng Sun. "Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio." Journal of Empirical Finance, October 2024, 101556. http://dx.doi.org/10.1016/j.jempfin.2024.101556.

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35

Singh, Simarjeet, Nidhi Walia, Sivagandhi Saravanan, Preeti Jain, Avtar Singh, and Jinesh jain. "Mapping the scientific research on alternative momentum investing: a bibliometric analysis." Journal of Economic and Administrative Sciences ahead-of-print, ahead-of-print (2021). http://dx.doi.org/10.1108/jeas-11-2020-0185.

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PurposeThis study aims to recognize the current dynamics, prolific contributors and salient trends and propose future research directions in the area of alternative momentum investing.Design/methodology/approachThe study uses a blend of electronic database and forward reference searching to ensure the incorporation of all the significant studies. With the help of the Scopus database, the present study retrieves 122 research papers published from 1999 to 2020.FindingsThe results reveal that alternative momentum investing is an emerging area in the field of momentum investing. However, this area

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36

Huang, Han-Ching, and Chien-Sheng Wen. "The Performance of Trading Strategies Based on Deviations from Put-Call Parity of Stock Options." Advances in Management and Applied Economics, March 16, 2021, 29–47. http://dx.doi.org/10.47260/amae/1123.

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According to Cremers and Weinbaum [6], we compute the implied volatility spread by option put-call parity theory. Then, we build strategy based on implied volatility spread and compares it with OS, 52-week high, and contrarian investment strategies to explore whether the investment performance of the implied-volatility-spread based strategy is better than other strategies. Moreover, we combine the implied-volatility-spread based strategy with other strategies to form the two-dimensional investment strategy to explore whether the performance of two-dimensional implied-volatility-spread strategy

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37

Tseng, Tzu-Lun, Ying-Ting Wang, Chang-Yu Tsao, et al. "The RNA helicase Ddx52 functions as a growth switch in juvenile zebrafish." Development 148, no. 15 (2021). http://dx.doi.org/10.1242/dev.199578.

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ABSTRACT Vertebrate animals usually display robust growth trajectories during juvenile stages, and reversible suspension of this growth momentum by a single genetic determinant has not been reported. Here, we report a single genetic factor that is essential for juvenile growth in zebrafish. Using a forward genetic screen, we recovered a temperature-sensitive allele, pan (after Peter Pan), that suspends whole-organism growth at juvenile stages. Remarkably, even after growth is halted for a full 8-week period, pan mutants are able to resume a robust growth trajectory after release from the restr

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38

KM. "Margin and Mortgage with 1% Rates." August 13, 2022. https://doi.org/10.5281/zenodo.6987540.

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We are living in a time where global governments are letting clients burrow large sums of money at a rates as low as 0.07%. Most of this was triggered back in 2007 with the almost collapse of the financial system. The US overnight rate has not had any meaningful upward movement since. This appears consistent with my Ultimate Debt Cycle post. Consider that we have had one of the worst pandemics in history, but it does not “feel” that way, as economically we have recovered in record speed. Employment will be close to pre-pandemic levels by end of this year or next year. We

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39

Williams, Deborah Kay. "Hostile Hashtag Takeover: An Analysis of the Battle for Februdairy." M/C Journal 22, no. 2 (2019). http://dx.doi.org/10.5204/mcj.1503.

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We need a clear, unified, and consistent voice to effect the complete dismantling, the abolition, of the mechanisms of animal exploitation.And that will only come from what we say and do, no matter who we are.— Gary L. Francione, animal rights theoristThe history of hashtags is relatively short but littered with the remnants of corporate hashtags which may have seemed a good idea at the time within the confines of the boardroom. It is difficult to understand the rationale behind the use of hashtags as an effective communications tactic in 2019 by corporations when a quick stroll through their

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40

Wang, Jennifer Miao. "Early Response to COVID-19." Voices in Bioethics 8 (August 2, 2022). http://dx.doi.org/10.52214/vib.v8i.9445.

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Photo by Mika Baumeister on Unsplash INTRODUCTION When the COVID-19 pandemic swept the globe, governments and healthcare systems scrambled to control it. While most of the global public health community agreed that actions against the COVID-19 pandemic needed to be prompt and efficient, there were disagreements on what those actions should be. Some governments opted to adopt a containment strategy while others implemented mitigation measures; each had reasons to support their course of action, whether rooted in governmental structures, scientific findings, beliefs, or ethical and moral values.

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