Can Common Components Eliminate Momentum Returns?

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ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Can Common Components Eliminate Momentum Returns? by : Sirajum Munira

Download or read book Can Common Components Eliminate Momentum Returns? written by Sirajum Munira and published by . This book was released on 2008 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the presence of momentum return when priced for common components. Using a sample period from 1926 through 2005 for all stocks listed in the NYSE, AMEX and NASDAQ we show significant momentum return remains both at the portfolio level and at the individual stock level. We report positive and significant alpha of 0.009 when Fama-French three factors and macroeconomic factors are used as common components at the portfolio level. At the individual stock level, though Fama-French factors cannot eliminate momentum return, the premium diminishes when macroeconomic variables are employed. The result is more pronounced when lagged variables are in play and during market upturn. Our results are robust in different sub-periods and when contemporaneous and lagged variables are used. We conclude that common components cannot eliminate momentum return; the explanatory power of macroeconomic variable is conditioned on assumptions like predictor variable and market condition.

Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk

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Publisher : McGraw Hill Professional
ISBN 13 : 0071849459
Total Pages : 256 pages
Book Rating : 4.0/5 (718 download)

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Book Synopsis Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk by : Gary Antonacci

Download or read book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk written by Gary Antonacci and published by McGraw Hill Professional. This book was released on 2014-11-21 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: The investing strategy that famously generates higher returns with substantially reduced risk--presented by the investor who invented it "A treasure of well researched momentum-driven investing processes." Gregory L. Morris, Chief Technical Analyst and Chairman, Investment Committee of Stadion Money Management, LLC, and author of Investing with the Trend Dual Momentum Investing details the author’s own momentum investing method that combines U.S. stock, world stock, and aggregate bond indices--a formula proven to dramatically increase profits while lowering risk. Antonacci reveals how momentum investors could have achieved long-run returns nearly twice as high as the stock market over the past 40 years, while avoiding or minimizing bear market losses--and he provides the information and insight investors need to achieve such success going forward. His methodology is designed to pick up on major changes in relative strength and market trend. Gary Antonacci has over 30 years experience as an investment professional focusing on under exploited investment opportunities. In 1990, he founded Portfolio Management Consultants, which advises private and institutional investors on asset allocation, portfolio optimization, and advanced momentum strategies. He writes and runs the popular blog and website optimalmomentum.com. Antonacci earned his MBA at Harvard.

A Wealth of Common Sense

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Publisher : John Wiley & Sons
ISBN 13 : 1119024927
Total Pages : 231 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis A Wealth of Common Sense by : Ben Carlson

Download or read book A Wealth of Common Sense written by Ben Carlson and published by John Wiley & Sons. This book was released on 2015-06-22 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: A simple guide to a smarter strategy for the individual investor A Wealth of Common Sense sheds a refreshing light on investing, and shows you how a simplicity-based framework can lead to better investment decisions. The financial market is a complex system, but that doesn't mean it requires a complex strategy; in fact, this false premise is the driving force behind many investors' market "mistakes." Information is important, but understanding and perspective are the keys to better decision-making. This book describes the proper way to view the markets and your portfolio, and show you the simple strategies that make investing more profitable, less confusing, and less time-consuming. Without the burden of short-term performance benchmarks, individual investors have the advantage of focusing on the long view, and the freedom to construct the kind of portfolio that will serve their investment goals best. This book proves how complex strategies essentially waste these advantages, and provides an alternative game plan for those ready to simplify. Complexity is often used as a mechanism for talking investors into unnecessary purchases, when all most need is a deeper understanding of conventional options. This book explains which issues you actually should pay attention to, and which ones are simply used for an illusion of intelligence and control. Keep up with—or beat—professional money managers Exploit stock market volatility to your utmost advantage Learn where advisors and consultants fit into smart strategy Build a portfolio that makes sense for your particular situation You don't have to outsmart the market if you can simply outperform it. Cut through the confusion and noise and focus on what actually matters. A Wealth of Common Sense clears the air, and gives you the insight you need to become a smarter, more successful investor.

American Machinist

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Publisher :
ISBN 13 :
Total Pages : 1306 pages
Book Rating : 4.:/5 (327 download)

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Book Synopsis American Machinist by :

Download or read book American Machinist written by and published by . This book was released on 1922 with total page 1306 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Foundations and Trends in Finance

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ISBN 13 :
Total Pages : 926 pages
Book Rating : 4.:/5 ( download)

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Book Synopsis Foundations and Trends in Finance by :

Download or read book Foundations and Trends in Finance written by and published by . This book was released on 2005 with total page 926 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asset Pricing and Fund Investment Anomalies

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Publisher :
ISBN 13 :
Total Pages : 366 pages
Book Rating : 4.:/5 ( download)

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Book Synopsis Asset Pricing and Fund Investment Anomalies by : Tobias Jacob Moskowitz

Download or read book Asset Pricing and Fund Investment Anomalies written by Tobias Jacob Moskowitz and published by . This book was released on 1998 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Official Gazette of the United States Patent and Trademark Office

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Publisher :
ISBN 13 :
Total Pages : 1800 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Official Gazette of the United States Patent and Trademark Office by : United States. Patent and Trademark Office

Download or read book Official Gazette of the United States Patent and Trademark Office written by United States. Patent and Trademark Office and published by . This book was released on 1996 with total page 1800 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Power and the Engineer

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ISBN 13 :
Total Pages : 916 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Power and the Engineer by :

Download or read book Power and the Engineer written by and published by . This book was released on 1897 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Spacecraft Flight Control System Design Selection Process for a Geostationary Communication Satellite

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ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (317 download)

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Book Synopsis Spacecraft Flight Control System Design Selection Process for a Geostationary Communication Satellite by : C. Barret

Download or read book Spacecraft Flight Control System Design Selection Process for a Geostationary Communication Satellite written by C. Barret and published by . This book was released on 1992 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Mechanisms of Machine Tools

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ISBN 13 :
Total Pages : 372 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Mechanisms of Machine Tools by : Thomas Raynor Shaw

Download or read book The Mechanisms of Machine Tools written by Thomas Raynor Shaw and published by . This book was released on 1923 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Capital Markets and Investment Decision Making

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Publisher : Springer
ISBN 13 : 813223748X
Total Pages : 357 pages
Book Rating : 4.1/5 (322 download)

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Book Synopsis Capital Markets and Investment Decision Making by : Raj S. Dhankar

Download or read book Capital Markets and Investment Decision Making written by Raj S. Dhankar and published by Springer. This book was released on 2019-04-25 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses capital markets and investment decision-making, focusing on the globalisation of the world economy. It presents empirically tested results from Indian and Southwest Asian stock markets and offers valuable insights into the working of Indian capital markets. The book is divided into four parts: the first part examines capital-market operations, particularly clearance and settlement processes, and stock market operations. The second part then addresses the functioning of global markets and investment decisions; more specifically it explores calendar anomalies, dependencies, overreaction effect, causality effect and stock returns volatility in South Asia, U.S. and global stock markets as a whole. Part three covers issues relating to capital structure, values of firm and investment strategies. Lastly, part four discusses emerging issues in finance like behavioral finance, Islamic finance, and international financial reporting standards. The book fills the gap in the existing finance literature and helps fund managers and individual investors make more accurate investment decisions.

Working Paper Series

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ISBN 13 :
Total Pages : 618 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Working Paper Series by :

Download or read book Working Paper Series written by and published by . This book was released on 2002 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The StockTwits Edge

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Publisher : John Wiley & Sons
ISBN 13 : 1118089278
Total Pages : 360 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis The StockTwits Edge by : Howard Lindzon

Download or read book The StockTwits Edge written by Howard Lindzon and published by John Wiley & Sons. This book was released on 2011-06-09 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Profitable trade set-ups from StockTwits leading traders One of the biggest secrets on Wall Street is that to become consistently profitable, you need to specialize in a distinct setup. That is, you need to know how to read the signals that can help you identify an opportunity to buy or sell. In The StockTwits Edge: 40 Actionable Trade Setups from Real Market Pros, both well-known professional masters of the market and lesser-known individual traders describe their highest probability setups to teach you about an assortment of time frame and asset class-related market methods along the way. Drawing on the wisdom of some of the top minds at StockTwits, the leading stock market social networking site, this book has something for everyone, giving you exactly what you need to come up with profitable ideas and avoid financial risk, every day. Includes key trading insights from the experts at StockTwits Explains which factors of a setup are important, and why While there are many factors involved in successful trading and investing, the ability to identify profitable situations is paramount, and The StockTwits Edge gives you everything you need to achieve that goal.

Motorboating - ND

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ISBN 13 :
Total Pages : 1317 pages
Book Rating : 4./5 ( download)

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Book Synopsis Motorboating - ND by :

Download or read book Motorboating - ND written by and published by . This book was released on 1985-07 with total page 1317 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Introduction to Continuous Symmetries

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Publisher : John Wiley & Sons
ISBN 13 : 3527414169
Total Pages : 581 pages
Book Rating : 4.5/5 (274 download)

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Book Synopsis Introduction to Continuous Symmetries by : Franck Laloë

Download or read book Introduction to Continuous Symmetries written by Franck Laloë and published by John Wiley & Sons. This book was released on 2023-07-17 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: In dem neuen Werk von Franck Laloe wird ein symmetriebasierter Ansatz zum grundlegenden Verständnis der Quantenmechanik vorgestellt ? zusammen mit den entsprechenden Rechentechniken, die Studierende höherer Semester in den Bereichen Nuklearphysik, Quantenopik und Festkörperphysik benötigen.

Text as Data

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Publisher : Princeton University Press
ISBN 13 : 0691207992
Total Pages : 360 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Text as Data by : Justin Grimmer

Download or read book Text as Data written by Justin Grimmer and published by Princeton University Press. This book was released on 2022-01-04 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide for using computational text analysis to learn about the social world From social media posts and text messages to digital government documents and archives, researchers are bombarded with a deluge of text reflecting the social world. This textual data gives unprecedented insights into fundamental questions in the social sciences, humanities, and industry. Meanwhile new machine learning tools are rapidly transforming the way science and business are conducted. Text as Data shows how to combine new sources of data, machine learning tools, and social science research design to develop and evaluate new insights. Text as Data is organized around the core tasks in research projects using text—representation, discovery, measurement, prediction, and causal inference. The authors offer a sequential, iterative, and inductive approach to research design. Each research task is presented complete with real-world applications, example methods, and a distinct style of task-focused research. Bridging many divides—computer science and social science, the qualitative and the quantitative, and industry and academia—Text as Data is an ideal resource for anyone wanting to analyze large collections of text in an era when data is abundant and computation is cheap, but the enduring challenges of social science remain. Overview of how to use text as data Research design for a world of data deluge Examples from across the social sciences and industry

Environmental Health Perspectives

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Publisher :
ISBN 13 :
Total Pages : 240 pages
Book Rating : 4.M/5 ( download)

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Book Synopsis Environmental Health Perspectives by :

Download or read book Environmental Health Perspectives written by and published by . This book was released on 1989 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: