Comparison of profitability of the single and multi-variable Momentum Strategies
سال انتشار: 1399
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 160
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شناسه ملی سند علمی:
DHCONF05_218
تاریخ نمایه سازی: 29 آذر 1399
چکیده مقاله:
This paper examines the single-variable and multi-variable momentum strategies. This research has aimed to compare these two groups of strategy’s profitability. The study has included two main hypotheses consisting of some related secondary hypotheses. The results indicate that the single-variable momentum strategies of profit, income and price are all individually profitable. But in combined strategies, only combined momentum strategies of price and profit, price, and revenue, as well as combined cost, profit, and revenue momentum strategies were profitable for all periods including 3, 6, 9 and 12–months. Profit and revenue combined momentum was merely profitable during 6-month and 12-month time period.
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نویسندگان
Hasan Aminpour Gogani
Dmentepart of Accounting –Sarab bravch, Islamic Azad University – Sarab – Iran
Naser Seifollahi Anar
Dmentepart of Accounting –Sarab bravch, Islamic Azad University – Sarab – Iran