From Market Anomalies to Behavioural Finance
From Market Anomalies to Behavioural Finance
From Market Anomalies to Behavioural Finance
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Momentum Trading Strategy<br />
• Use a six month period as a formation period<br />
• Use a six month period as a test period<br />
• Buying winners in the formation period and hold<br />
them in the test period<br />
• Earn a compounded excessive return of 12.01%<br />
per year on average
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