Relative Strength over Investment Horizons and Stock Returns
Author(s) -
Zhaobo Zhu,
Xinrui Duan,
Jun Tu
Publication year - 2019
Publication title -
the journal of portfolio management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.914
H-Index - 50
eISSN - 2168-8656
pISSN - 0095-4918
DOI - 10.3905/jpm.2019.1.111
Subject(s) - economics , relative price , term (time) , investment (military) , econometrics , investment strategy , measure (data warehouse) , stock (firearms) , momentum (technical analysis) , financial economics , monetary economics , market liquidity , computer science , mechanical engineering , physics , quantum mechanics , database , politics , political science , law , engineering
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