This comprehensive research study aims to highlight the evolution of momentum investing
research and identify the mature and emerging themes in momentum investing. This study …

Purpose This study aims to recognize the current dynamics, prolific contributors and salient
trends and propose future research directions in the area of alternative momentum investing …

Purpose This research study aims to design a novel risk-managed time-series momentum
approach. The present study also examines the time-series momentum effect in the Indian …

The purpose of this research is to reclassify behavioral biases in financial markets into two
types of historical-and current-oriented ones. In this study, new models were developed for …

Although momentum strategies result in abnormal profitability, thereby challenging the
efficient market hypothesis (EMH), concerns persist regarding their reliability due to their …

Relative momentum strategies yield large and substantial profits in the Indian Stock Market.
Nevertheless, relative momentum profits are negatively skewed and prone to occasional …

Momentum strategies are receiving increasing attention in the field of finance due to their
potential to generate superior returns. Momentum investing is based on the premise that …

The paper investigates the impact of monetary policy shocks on investment styles in South
Africa and the United States of America. The results indicate that monetary policy shocks …

Momentum anomaly, an idea that past returns can predict near-future returns, remains one
of the most persistent and puzzling features of the financial markets. Using a strategy that …