Stock Price Momentum Modeling: A Grounded Theory Approach
Recently, understanding the anomalies in financial markets have severely chal-lenged the efficient market hypothesis (EMH). The price momentum is one of the anomalies described as the unexplained short-term return by Fama and French (1996). The present research strives for modeling the price momentu...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University of Arak
2020-04-01
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| Series: | Advances in Mathematical Finance and Applications |
| Subjects: | |
| Online Access: | http://amfa.iau-arak.ac.ir/article_670745_fe34873ed19e3d2cb02c8801cc2e9576.pdf |