Momentum investing

If a stock has performed poorly for months leading up to the end of the year, investors may decide to sell their holdings for tax purposes causing for example the January effect.[5] Richard Driehaus (1942—2021) is sometimes considered the father of momentum investing, but the strategy can be traced back before Donchian.[6] The strategy takes exception with the old stock market adage of buying low and selling high.[10] This finding has been confirmed by many other academic studies, some from the 19th century,[11][12][13] though momentum strategies are associated with an increased risk of crashes and major losses.Depending on which past period was taken as a reference and how long the securities were held thereafter, a different magnitude of effect was observed.
stockssecuritiesefficient market hypothesisrandom walk hypothesisbid–ask spreadsinvestor herdingdisposition effectsconfirmation biascalendar effectsJanuary effectVictorian eraRichard Driehausbuying low and selling highhigh-frequency tradingSheridan TitmanCliff Asnessmarket anomaliespost-earnings announcement driftmomentum crashesfinancial market crashesbehavioral financeBehavioral economicsCarhart four-factor modelFactor investingInvestment styleLow-volatility investingMarket anomalyMomentum (finance)Trend followingValue investingPost-Earnings-Announcement-DriftInvestopediaBrooks, ChrisTitman, S.The Journal of FinanceSoros, GeorgeNew York Institute of FinanceFinancial marketsmarketsPrimary marketSecondary marketThird marketFourth marketCommon stockGolden sharePreferred stockRestricted stockTracking stockShare capitalAuthorised capitalIssued sharesShares outstandingTreasury stockBrokerFloor brokerInter-dealer brokerBroker-dealerMarket makerTraderFloor traderProprietary traderQuantitative analystInvestorHedgerSpeculatorArbitragerScalperRegulatorExchangeList of stock exchangesTrading hoursOver-the-counterAlternative trading systemMultilateral trading facilityElectronic communication networkDirect market accessStraight-through processingDark poolCrossing networkLiquidity aggregatorStock valuationArbitrage pricing theoryBuffett indicatorBook valueCapital asset pricing modelCapital market lineDividend discount modelDividend yieldEarnings yieldEV/EBITDAFed modelNet asset valueSecurity characteristic lineSecurity market lineT-modelstrategiesAlgorithmic tradingBuy and holdContrarian investingDollar cost averagingEfficient-market hypothesisFundamental analysisGrowth stockMarket timingModern portfolio theoryMosaic theoryPairs tradePost-modern portfolio theorySector rotationStyle investingSwing tradingTechnical analysisValue averagingBid–ask spreadBlock tradeCross listingDividendDual-listed companyDuPont analysisEfficient frontierFinancial lawFlight-to-qualityGovernment bondGreenspan putHaircutInitial public offeringMandatory offerMarginMarket capitalizationMarket depthMarket manipulationMarket trendMean reversionMomentumOpen outcryOrder bookPositionPublic floatPublic offeringReturns-based style analysisReverse stock splitShare repurchaseShort sellingShort squeezeSlippageSpeculationSqueeze-outStock dilutionStock exchangeStock market indexStock splitStock swapTender offerUptick ruleVolatilityVoting interest