Open AccessDynamics of the momentum effect on the NYSE from the perspective of behavioral finance
Author(s) -
Bozhidar Nedev,
Boryana Bogdanova
Publication year - 2018
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.5082036
Subject(s) - momentum (technical analysis) , predictability , limits to arbitrage , economics , financial economics , behavioral economics , profitability index , arbitrage , trading strategy , trend following , monetary economics , finance , physics , quantum mechanics
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