Absolute Momentum Effect in Stocks

Log in to collect

Academic paper

Absolute Strength: Exploring Momentum in Stock Returns

AuthorsHuseyin Gulen; Ralitsa Petkova

Institute
  • Purdue University - Krannert School of Management
  • Case Western Reserve University
  • Case Western Reserve University - Department of Banking & Finance

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.