Momentum profits following bull and bear markets
(2006)
Journal Article
Siganos, A., & Chelley-Steeley, P. (2006). Momentum profits following bull and bear markets. Journal of Asset Management, 6(5), 381-388. https://doi.org/10.1057/palgrave.jam.2240188
This paper examines the profitability that the widely published momentum strategy achieves following bull and bear markets. Investors can gain stronger momentum profits by adopting the continuation strategy after poor lagged market returns. The longe... Read More about Momentum profits following bull and bear markets.