Momentum and trend
Evidence that recent winners keep winning and trends persist across stocks, asset classes, and centuries.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Daniel & Moskowitz (2016) | Momentum Crashes Journal of Financial Economics | Free | Moderate | 0 |
| Geczy & Samonov (2016) | Two Centuries of Price-Return Momentum Financial Analysts Journal | Free | Moderate | 0 |
| Asness et al. (2013) | Value and Momentum Everywhere Journal of Finance | Free | Moderate | 0 |
| Moskowitz et al. (2012) | Time Series Momentum Journal of Financial Economics | Free | Moderate | 0 |
| Novy-Marx (2012) | Is Momentum Really Momentum? Journal of Financial Economics | Free | Moderate | 0 |