Taming momentum crashes through triple momentum investing

2020 ◽  
Author(s):  
Simarjeet Singh ◽  
Nidhi Walia ◽  
Jinesh Jain ◽  
Aashish Garg
Keyword(s):  
Momentum Investing

Trend Is Your Friend: Momentum Investing

2016 ◽  
pp. 39-66
Author(s):  
Adam Zaremba ◽  
Jacob Shemer
Keyword(s):  
Momentum Investing

Mapping the scientific research on alternative momentum investing: a bibliometric analysis

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Simarjeet Singh ◽  
Nidhi Walia ◽  
Sivagandhi Saravanan ◽  
Preeti Jain ◽  
Avtar Singh ◽  
...  
Keyword(s):  
Future Research ◽  
Research Papers ◽  
Research Directions ◽  
Content Type ◽  
North American West ◽  
Research Themes ◽  
Bibliometric Review ◽  
Future Research Directions ◽  
Momentum Investing ◽  
Earnings Momentum

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 has witnessed an exponential growth in last ten years. The study also finds that North American, West European and East Asian countries dominate in total research publications. Through network citation analysis, the study identifies five major clusters: industrial momentum, earnings momentum, 52-week high momentum, time-series momentum and risk-managed momentum.Research limitations/implicationsThe present review will serve as a guide for financial researchers who intend to work on alternative momentum approaches. The study proposes several unexplored research themes in alternative momentum investing on which future studies can focus.Originality/valueThe study embellishes the existing literature on momentum investing by contributing the first bibliometric review on alternative momentum approaches.

Behavioral Aspects of Commodity Markets

2018 ◽  
Author(s):  
John R. Nofsinger
Keyword(s):  
Risk Taking ◽  
Loss Aversion ◽  
Futures Markets ◽  
Reference Points ◽  
The Public ◽  
Behavioral Biases ◽  
Market Makers ◽  
Market Participants ◽  
Momentum Investing ◽  
The Impact

Are behavioral biases prevalent in commodities and futures markets? Although retail equity investors display many psychological biases, investors who are more sophisticated exhibit fewer biases. The market makers, traders (locals), speculators, hedgers, and institutions of the commodities and futures markets tend to be professional participants, and thus less prone to behavioral biases. Nevertheless, the fast-paced action of these markets is an environment that fosters behavioral errors. This chapter reviews the literature on the pervasiveness of prospect theory behavior and other biases in these markets. Strong evidence indicates that market participants exhibit loss aversion, the impact of reference points, the disposition effect, and overconfidence. They also engage in positive feedback trading and momentum investing. Lastly, the chapter reviews risk-taking and behavioral biases by the type of market participant, particularly focusing on market makers, floor traders, clearing members, and the public.

Evolution of historical prices in momentum investing

2018 ◽  
Vol 37 ◽  
pp. 120-135 ◽  
Author(s):  
Li-Wen Chen ◽  
Hsin-Yi Yu ◽  
Wen-Kai Wang
Keyword(s):  
Momentum Investing
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