Relevant bibliographies by topics / Short-term momentum effect

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Academic literature on the topic 'Short-term momentum effect'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Short-term momentum effect"

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Ejaz, A., and P. Polak. "Short term momentum profits and their source: a business indicators’ approach." Agricultural Economics (Zemědělská ekonomika) 59, No. 12 (2013): 563–77. http://dx.doi.org/10.17221/50/2013-agricecon.

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The main objective of the paper is to seek the source that can explain the momentum profits because the source of momentum profits has been disputed. The secondary objective of the paper is to affirm the findings of the author about the presence of the short term momentum effect and to reaffirm the notion that CAPM cannot explain the momentum profits supported by a large number of authors. For the primary objective, a set of variables has been chosen, that fall under the category of “Business Indicators”, to explain the momentum profits. It is found that a variable &ldq
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Ejaz, Abdullah, and Petr Polak. "Short-Term Momentum Effect: a Case of Middle East Stock Markets." Business: Theory and Practice 16, no. (1) (2015): 104–12. https://doi.org/10.3846/btp.2015.438.

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The objective of this paper is to find short-term momentum effect in stock markets of the Middle East and to examine whether short-term momentum profits can be explained by risk-based CAPM model. Seven major stock markets from the Middle East were selected. Short-term momentum effect was found in all seven stock markets and CAPM does not adequately explain the short-term momentum profits but momentum portfolio returns are statistically significant. This paper is first attempt to bring major stock markets of the Middle East together and examine them for the short term momentum effect phenomenon
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Ejaz, Abdullah, and Petr Polak. "Short-Term Momentum Effect: a Case of Middle East Stock Markets." Verslas: Teorija ir Praktika 16, no. 1 (2015): 104–12. http://dx.doi.org/10.3846/btp.2015.438.

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The objective of this paper is to find short-term momentum effect in stock markets of the Middle East and to examine whether short-term momentum profits can be explained by risk-based CAPM model. Seven major stock markets from the Middle East were selected. Short-term momentum effect was found in all seven stock markets and CAPM does not adequately explain the short-term momentum profits but momentum portfolio returns are statistically significant. This paper is first attempt to bring major stock markets of the Middle East together and examine them for the short term momentum effect phenomenon
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Zhang, Yifan, Yitong Li, and Yuan Dai. "The Comparison on the Momentum Effect and Reversal Effect in Chinas Stock MarketAn Empirical Research Based on Whether the Industry Is Cyclical." Advances in Economics, Management and Political Sciences 196, no. 1 (2025): 282–90. https://doi.org/10.54254/2754-1169/2025.bj24836.

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This study investigates the momentum and reversal effects in China's real estate and pharmaceutical industries using monthly stock return data from 2004 to 2024. The results show very different market behaviors: the real estate industry shows a short-term reversal effect and a long-term reversal effect that is not remarkable for momentum or inversion effects, whereas the pharmaceutical industry shows a long- and short-term significant reversal effect and a medium-term inconspicuous momentum effect. This study uses monthly data to investigate the cyclical performance of different industries in
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Su, Xinyue. "An Empirical Analysis of Price Momentum Effect in A-share Market." BCP Business & Management 46 (June 8, 2023): 233–46. http://dx.doi.org/10.54691/bcpbm.v46i.5102.

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This article sorts the returns of listed companies in the A-share market from May 1991 to April 2022 over the past J months, selects winners and losers, constructs a zero investment portfolio, and holds it for K months. The results showed that there is a reversal effect in the short term and a momentum effect in the medium to long term. Only when the holding period is one month, no obvious pattern can be observed. This article is interested in the combination of winners and losers with a holding period of one month. Next, Fama-MacBeth regression is used to further verify whether there is momen
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Khan, Mostafa Saidur Rahim. "Market States and Momentum: Evidence from the Dhaka Stock Exchange." Review of Pacific Basin Financial Markets and Policies 20, no. 02 (2017): 1750011. http://dx.doi.org/10.1142/s0219091517500114.

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This study examines the momentum effect in the Dhaka Stock Exchange (DSE) listed stock returns on the basis of market states. Momentum profits are found to be significantly positive in UP market states but insignificant in DOWN market states. Momentum profits evident in UP market states are also found to revert in the long term. The evidence of short term momentum and long term reversal hold true even after adjusting for risks. In addition to short-term momentum and long-term reversal, regression coefficients also provide evidence for a positive but nonlinear relationship between momentum prof
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Nguyen, Ha, Bin Liu, and Nirav Y. Parikh. "Exploring the short-term momentum effect in the cryptocurrency market." Evolutionary and Institutional Economics Review 17, no. 2 (2020): 425–43. http://dx.doi.org/10.1007/s40844-020-00176-z.

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Zhang, Jin, Yuxiu Zhang, and Yongqi Dong. "A New Momentum Strategy Based on Chinese Securities Market." International Journal of Business and Management 14, no. 12 (2019): 90. http://dx.doi.org/10.5539/ijbm.v14n12p90.

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Facing the current gaps with regard to the momentum effect in Chinese securities market, a momentum strategy was constructed to compare the securities market price under the effective market theory with under the non-effective market theory by the Hushen 300 index from 2006 to 2015 and a stock price residual measurement model. An important result was that the root cause of the momentum effect was systematic irrational behavior. On this basis, a new momentum strategy was constructed based on RSP (Residual of Stock Price), and the performance of that strategy was tested in different ranking and
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Yu, Xinyi. "Analyze the Equity Premium Puzzle from the Perspectives of the Momentum Effect and Reversal Effect." Advances in Economics, Management and Political Sciences 178, no. 1 (2025): 165–71. https://doi.org/10.54254/2754-1169/2025.22773.

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Against the backdrop that traditional asset pricing models fail to adequately explain the equity premium puzzle, this paper explores the reasons for the stock premium from the momentum effect and reversal effect in behavioral finance. Through the research of stock premium, this paper attempts to put forward suggestions for enhancing market efficiency and reducing irrational behaviors in the market. Based on the theoretical basis of momentum effect and reversal effect, this paper takes the Chinese stock market and the US stock market as the research objects, and focuses on analyzing the perform
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Ejaz, Abdullah, and Petr Polak. "Australian Stock Exchange and sub-variants of price momentum strategies." Investment Management and Financial Innovations 15, no. 1 (2018): 224–35. http://dx.doi.org/10.21511/imfi.15(1).2018.19.

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The aim of this study is to examine the sub-variants of price momentum strategies. The paper recommends which sub-variants post above average returns for Australian Stock Exchange. It also analyzes the return behavior of short-term momentum effect among sub-variants of price momentum strategies. It has been found that monthly price momentum strategies result in above average abnormal returns, whereas weekly price momentum strategies should be used in combination with monthly price momentum strategies. Trading volume-based momentum investment strategies should not be used at all.
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Book chapters on the topic "Short-term momentum effect"

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Nguyen, Hong Nam. "Analysis of the Effect of the Deep Excavation of a High-Rise Building on the Deformation of the Ground Surface and Diaphragm Wall." In Lecture Notes in Civil Engineering. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-99-2532-2_52.

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AbstractStudy on the influence of the deep excavation by top-down construction method on the deformation of the adjacent ground surface and diaphragm wall has been analyzed in detail for a deep foundation pit of a high-rise building at 27 Lang Ha, Hanoi. The analysis was implemented by the finite element method. The influencing factors such as wall stiffness, wall depth, ground surface load, and initial groundwater level were carefully investigated by applying a parametric study, taking two cases of short-term and long-term working conditions. The simulated results show that the settlement of
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Liu, Jing, Chuan Ren, Ziqi Zhao, et al. "Evaluation of High-Resolution Model Heavy Rainfall Forecast Under Different Weather Systems." In Lecture Notes in Civil Engineering. Springer Nature Singapore, 2024. http://dx.doi.org/10.1007/978-981-97-8401-1_4.

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AbstractUsing hourly rainfall data from the meteorological big data cloud platform and based on the fuzzy verification neighborhood method, the forecast performance of the China Meteorological Administration's North China Numerical Forecast Model System (CMA-BJ), China Meteorological Administration's Mesoscale Weather Numerical Forecast System (CMA-MESO), and the Ruitu Northeast Numerical Forecast Model System (CMA-DB) during the rainfall process in the main flood season of Liaoning from 2022 to 2023 was evaluated. The results show that without considering the bias within a radius of 40 km, th
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Rajendran, Suresh, and C. Guedes Soares. "Effect of Slamming and Green Water on Short-Term Distribution of Vertical Bending Moment of a Containership in Abnormal Waves." In Lecture Notes in Civil Engineering. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-3119-0_19.

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Do Nascimento Santos, Flavio Andrew. "Short-Term Rental Development and Overtourism." In Socio-Economic Effects and Recovery Efforts for the Rental Industry. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-7287-0.ch007.

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The boom of short-term rental (STR) intensifies the debate on overtourism because of some negative effects on destinations. Conversely, the STR was a way out in moments of crisis. Until now, only a few studies extend the analysis outside the limits of individual cities; that's why this case-study research was conducted by the analyses of Airbnb listings and the tourists' spatial distribution in Lisbon Metropolitan Area (LMA). For this purpose, this chapter uses two cartographic tools: 1) Airbnb listing from Inside Airbnb Project of Lisbon and 2) Geotaggers' World Atlas (map of sites that touri
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Cordes, Eugene H. "The conquest of hepatitis C: telaprevir and beyond." In Hallelujah Moments. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190080457.003.0012.

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Taking one pill a day for 8–12 weeks cures 98%–99% of the cases of chronic hepatitis C infections. This is one of the compelling success stories of biomedical research and drug discovery. The discovery of the hepatitis C virus (HCV) as the infective agent opened the doors to unraveling its life cycle and the identification of multiple molecular targets for drug discovery. One such target is HCV protease, an enzyme, among others, essential for virus replication. Several pharmaceutical companies, including Vertex, launched projects to find inhibitors of this enzyme. The Vertex effort overcame mu
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Kamga Kamga, Chrysleine Chantale, Gérard Tchouassi, Christian Parfait Tomo, and Baïnone Danzoumbé. "Financial Inclusion and Economic Growth in the Central African Economic and Monetary Community." In Mainstreaming Diversity, Equity, and Inclusion as Future Workplace Ethics. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-3657-8.ch010.

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This chapter investigates the effect of financial inclusion on economic growth in the Central African Economic and Monetary Community (CEMAC). The generalized moments method (GMM) was used to capture the effects of financial inclusion on growth indices. The results show that financial inclusion has relative effects on growth. The final public expenditure (information and communication technologies and education) of government is significant and has a relative effect on the level of growth. Trade in goods contributes significantly to improving the level of growth in the Central African Economic
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Berman, Greg, and Aubrey Fox. "Conclusion." In Gradual. Oxford University PressNew York, 2023. http://dx.doi.org/10.1093/oso/9780197637043.003.0010.

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Abstract The book concludes with a rumination on Amara’s Law. This is the idea, named after Stanford computer scientist Roy Amara, that people fall into the trap of overestimating what can be accomplished in the short term and underestimating what can be accomplished in the long term. It is usually hard to see progress happening in the moment. But by taking a step back and using a longer time horizon, it often becomes apparent that significant change has happened. The Conclusion also addresses some of the most enduring criticisms that incrementalism has engendered. In particular, the authors a
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Newnham, Robert E. "Nonlinear optics." In Properties of Materials. Oxford University Press, 2004. http://dx.doi.org/10.1093/oso/9780198520757.003.0031.

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In most dielectrics, the linear relation between electric polarization and applied electric field is accurately obeyed even for fairly large fields of 107 V/m. The reason is that the atomic displacements are extremely small, in the range of nuclear sizes—millions of times smaller than the size of atoms. Though nonlinear effects such as electrostriction have been known for some time, it was not until the invention of the laser that sufficiently large optical fields became available to produce sizeable nonlinear optical effects. The induced polarization P can be written as a power series in an e
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Chenot, Jessica Thrasher. "Ovulate and Repeat: Temporal Uncertainties and the Serialising Effect of Narratives of ‘Women’s Time’ in the Sitcom Friends." In Brevity and the Short Form in Serial Television. Edinburgh University Press, 2024. https://doi.org/10.3366/edinburgh/9781474482042.003.0012.

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The American situation comedy has traditionally been understood as a genre typified by short autonomous episodes in which the plot is exposed, developed, and resolved within the space of a single instalment. However, the conventional epistemology of the sitcom can be confounded by the presence of narratives of fertility and pregnancy which can stretch storylines over several episodes and even across seasons, pulling the episodic sitcom towards longer, more serialized storytelling. This contribution examines a particularly striking illustration found in the final two seasons of the iconic sitco
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Yaden, David B., and Andrew B. Newberg. "Transformations." In The Varieties of Spiritual Experience. Oxford University PressNew York, 2022. http://dx.doi.org/10.1093/oso/9780190665678.003.0017.

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Abstract Most of the outcomes from spiritual experiences reviewed so far have been evidence of short-term changes—usually in the range of days, weeks, or sometimes months. These changes have involved positive or pathological outcomes as well as shifts in beliefs. There are far fewer data to support the possibility of very long-term changes, but some preliminary evidence suggests that some effects can last years, decades, or even entire lifetimes. This chapter makes it clear that spiritual experiences are notable for not only their intensity in the moment, but also the transformative changes th
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Conference papers on the topic "Short-term momentum effect"

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Kawahara, Junya, Tetsuya Kanagawa, Takeru Yano, Kazumichi Kobayashi, Masao Watanabe, and Shigeo Fujikawa. "Ultrasound Beam Radiated From Circular Piston in Bubbly Liquids: Nonlinear Analysis for Envelope of Short Waves With Diffraction Effect." In ASME-JSME-KSME 2011 Joint Fluids Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/ajk2011-33019.

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A weakly diffracted ultrasound beam radiated from a circular piston placed in a bubbly liquid is formulated in terms of a wave equation based on scaling relations of physical parameters [1]: typical propagation speed, period, wavelength, and diameter of beam. We derive a nonlinear evolution equation for the modulation of quasi-monochromatic waves for the case of a short wavelength with a moderately high frequency from a set of basic equations for bubbly flows: conservation equations of mass and momentum for gas and liquid in a two-fluid model, Keller’s equation for bubble wall motion, state eq
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Moriarty, Patrick J., William E. Holley, and Sandy Butterfield. "Effect of Turbulence Variation on Extreme Loads Prediction for Wind Turbines." In ASME 2002 Wind Energy Symposium. ASMEDC, 2002. http://dx.doi.org/10.1115/wind2002-50.

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The effect of varying turbulence levels on long-term loads extrapolation techniques was examined using a joint probability density function of both mean wind speed and turbulence level for loads calculations. The turbulence level has a dramatic effect on the statistics of moment maxima extracted from aeroelastic simulations. Maxima from simulations at lower turbulence levels are more deterministic and become dominated by the stochastic component as turbulence level increases. Short-term probability distributions were calculated using four different moment-based fitting methods. Several hundred
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Stößel, Marcel, Stefan Bindl, and Reinhard Niehuis. "Ejector Tip Injection for Active Compressor Stabilization." In ASME Turbo Expo 2014: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/gt2014-25073.

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In propulsion industry there is an ongoing need to significantly reduce SFC of jet engines resulting in cost reduction and lower emissions. Since the design of most of the engine components is at the limit of today’s technology level further gain of improvement on short term is to be achieved by implementation of new system concepts. Especially the stall safety margin in compression system design holds high potential for the optimization of the overall engine system. Once a reliable and effective stall control system becomes available an extension of present operating range is likely to be ach
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Derbanne, Quentin, Jean-Franc¸ois Leguen, Thierry Dupau, and Etienne Hamel. "Long-Term Non-Linear Bending Moment Prediction." In ASME 2008 27th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2008. http://dx.doi.org/10.1115/omae2008-57326.

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Long-term analysis is more and more used to establish the design loads by performing direct loads evaluation. The long-term distribution of wave loads acting on a ship depends on the short-term contributions of the response in all the wave conditions the ship encounters in her life: sea state, relative heading, speed, load case... For each short-term condition the statistical parameters that describe the response are considered to be constant. Therefore a long-term analysis needs a correct evaluation of the short-term parameters that characterise the short-term response. The Weibull distributi
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Li, Qinyuan, Zhen Gao, and Torgeir Moan. "Long-Term Extreme Response Analysis for a Fixed Offshore Wind Turbine Considering Blade-Pitch-Actuator Fault and Normal Transient Events." In ASME 2014 33rd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/omae2014-23621.

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In this paper, the 50-year long-term 1-hour extreme responses of a fixed jacket-type offshore wind turbine with consideration of one-blade-pitch-actuator-stuck fault and the effect of normal transient events such as normal shut-down and start-up process is studied. The long-term extreme results are found based on each short-term extreme response distributions at different environmental conditions. Structure responses such as tower and jacket bottom shear and bending moments as well as blade root bending moments will be focused in this paper. To study the long-term effect of the fault and trans
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Fu, Ping, Bernt J. Leira, and Dag Myrhaug. "Assessment of Methods for Short-Term Extreme Value Analysis of Riser Collision." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-78318.

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Risers are commonly arranged as clusters with relatively small spacing due to economic necessity. As a consequence, collision between risers becomes an essential problem. This study presents a comprehensive assessment of various methods for riser collision probability analysis. A pair of tandem arrangement risers subjected to combined current and wave loads is modelled. Three hours short-term simulation is performed in order to obtain the time history samples for the collision probability analysis. The wake effect due to the presence of the upstream riser is considered. The shortest distance b
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Nascimento, Leonardo, Luis Sagrilo, and Gilberto Ellwanger. "Extreme Value Analyses of Dynamic Response Parameters of a Wind Tower Structure Under Short-Term Nonlinear Irregular Seastate." In ASME 2017 36th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/omae2017-61495.

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In the assessment of marine structures in shallow waters domain it is important to take into account the nonlinear (or non-Gaussian) nature of the irregular waves when predicting short and long-term responses of such structures. Other sources of nonlinearities in the response are also present due to some nonlinear effects such as: wet-dry surface effects, wind force on dry parts of the structure, drag term in Morison hydrodynamic force equation, etc. The estimation of the characteristic short-term extreme responses requires the extreme value analysis of a non-Gaussian stochastic process. There
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Rajendran, Suresh, and C. Guedes Soares. "Short Term Statistics of Hydroelastic Loads of a Containership in Head and Oblique Seas." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-77486.

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Vertical bending moment (VBM) is an important parameter for the structural safety of any sea going ship. Generally, it is expected that ships encounter largest VBM in head seas. However, when it comes to flexible ships, it is not necessary that the largest VBM always occurs in head sea. It can also occur in oblique waves and high frequency response in waves with shorter period can be as large as the wave frequency response or can be even larger. Studies conducted in the recent past by other researchers has shed some light into this peculiar characteristics of VBM of flexible hulls. Therefore,
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Fabriciuss, Janis, and Lilita Ozola. "Duration of load effects on development of deformations in bolted moment connection." In Research for Rural Development 2020. Latvia University of Life Sciences and Technologies, 2020. http://dx.doi.org/10.22616/rrd.26.2020.034.

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Experience saved in the construction industry shows that the timber portal frames with semi-rigid connections at knee joint exhibit permanently increase displacements at the knee and apex point. Normally, timber portal frame with semi-rigid knee joint connection is made with mechanical fasteners located in double circles and cannot be designed without relevant rotation at connection during structures’ exploitation time. The only way to increase connection rigidity is to rise distance from fasteners location at connection, but at the same time, the tension and shear stress become significant at
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Jamison, Steve T., Xueliang Pan, and Ajit M. W. Chaudhari. "Dynamic Trunk Control Influence on Run-to-Cut Maneuver: A Risk Factor for ACL Rupture." In ASME 2011 Summer Bioengineering Conference. American Society of Mechanical Engineers, 2011. http://dx.doi.org/10.1115/sbc2011-53697.

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Anterior Cruciate Ligament (ACL) rupture is one of the most common serious knee injuries in field and court sports, with an estimated 70% of these injuries being non-contact in nature, often from sudden changes in direction or pivoting [3]. ACL injury results in both short- and long-term consequences for the athlete, which may include surgery, decreased activity levels, elevated pain levels during activities and increased risk of osteoarthritis. Previous studies have shown that knee abduction and tibial internal rotation moments independently strain the ACL, and that these moments have an inte
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