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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書目詳細資料
Main Authors: ZHU, Zhaobo, DUAN, Xinrui, Jun TU
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2019
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在線閱讀: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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