Can small investors exploit the momentum effect?
(2009)
Journal Article
Siganos, A. (2010). Can small investors exploit the momentum effect?. Financial Markets and Portfolio Management, 24(2), 171-192. https://doi.org/10.1007/s11408-009-0120-3
This study uses UK data and investigates whether small investors can exploit the continuation effect in share prices. Individual traders are not in a financial position to buy and sell short hundreds of firms, as suggested by existing academic resear... Read More about Can small investors exploit the momentum effect?.