Relative strength over investment horizons and stock returns
In this article, the authors propose a simple and novel measure of relative strength over investment horizons that synthesizes short- and intermediate-term price information. The relative-strength measure compares the short-term price trend with the intermediate-term price trend. The relative streng...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/7068 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8067/viewcontent/Relative_Strength_Inv_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |