scholarly journals Momentum Strategies in Futures Markets and Trend-following Funds

2012 ◽  
Author(s):  
Akindynos-Nikolaos Baltas ◽  
Robert Kosowski
Keyword(s):  
Futures Markets ◽  
Momentum Strategies

Modified momentum strategies in commodity futures markets

2009 ◽  
Author(s):  
Thaddeus A. Darden ◽  
Margaret E. Ferrenz ◽  
Christopher C. Klann ◽  
Michael J. Ledwith ◽  
Mark E. Paddrik ◽  
...  
Keyword(s):  
Futures Markets ◽  
Commodity Futures ◽  
Momentum Strategies ◽  
Commodity Futures Markets

scholarly journals An examination of momentum strategies in commodity futures markets

2007 ◽  
Vol 27 (3) ◽  
pp. 227-256 ◽  
Author(s):  
Qian Shen ◽  
Andrew C. Szakmary ◽  
Subhash C. Sharma
Keyword(s):  
Futures Markets ◽  
Commodity Futures ◽  
Momentum Strategies ◽  
Commodity Futures Markets

The Interaction of Value and Momentum Strategies

CFA Digest ◽  
1997 ◽  
Vol 27 (4) ◽  
pp. 38-40
Author(s):  
S. Brooks Marshall
Keyword(s):  
Momentum Strategies
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