Market momentum theory and practice / by Stephen Satchell and Andrew Robert Grant.

Author/creator Satchell, Stephen, 1949-
Other author Grant, Andrew Robert, 1982-
Format Electronic
EditionFirst Edition.
Publication Info[Hoboken] : Wiley, 2021.
Descriptionxxxv, 404 pages ; 26 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesThe Wiley finance series
Abstract "Broadly, financial market momentum occurs when past high returns are followed by subsequent high returns, while past low returns are similarly followed by subsequent low returns. It is claimed that the momentum phenomenon contravenes the Efficient Markets Hypothesis. Consequently, it has been the subject of considerable study by behavioral economists. There are many books already published on momentum, but they have in common the characteristic that they are written by practitioners and aim to tell people how to get rich. There is a gap in the market for a holistic approach to the topic for both investment professionals and higher-level students, focusing on behavioral and statistical explanations for momentum, while also exploring the practical side of implementation"-- Provided by publisher.
Bibliography noteIncludes bibliographic references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2020020406
ISBN9781119599326 (hardback)
ISBN(adobe pdf)
ISBN(epub)

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Electronic Resources Access Content Online ✔ Available