Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model
Abstract Although momentum strategies result in abnormal profitability, thereby challenging the efficient market hypothesis (EMH), concerns persist regarding their reliability due to their significant volatility and susceptibility to substantial losses. In this study, we investigate the limitations...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-01-01
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| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-024-00743-y |
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