Research Review: More about momentum

Ron Bird  |  Investment Management Research Program  |  18 June 2020  |  1.00 CE

Despite some difficult times in recent years, momentum investing has been the factor that has generated the highest returns over the last 50 years. There have been numerous papers written on various strands of momentum investing but the following papers take us into largely new territory. The first paper establishes that momentum not only works for asset classes and individual securities but also ETFs. The second demonstrates how time-series momentum can be enhanced by reference to the carry trade. And the third paper provides valuable insights into why momentum strate...

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