The Profitability of Momentum Indicators: Empirical Study on US Stock Market Indices

Abstract

This paper examines the predictive power of momentum indicators, a kind of technical trading rules measuring short-term momentum, on three popular US stock market indices, the Dow Jones Industrial Average, Standard & Poor's 500 Composite Index, and NASDAQ Composite Index. Generally, the main findings indicate that returns conditional these trading rules… (More)

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Cite this paper

@article{Ouyang2010ThePO, title={The Profitability of Momentum Indicators: Empirical Study on US Stock Market Indices}, author={Hongbing Ouyang and Yaqing Liu}, journal={2010 International Conference on E-Product E-Service and E-Entertainment}, year={2010}, pages={1-4} }