Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
Neural Networks and Rules-based Systems used to Find Rational and
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C: FINANCERU542
The aim of this paper is to investigate whether there is the momentum effect across 23 indices-level anomaly in Amman Stock Exchange (ASE). This study also compares and contrasts the momentum strategy with both early-stage and late-stage momentum strategies. By using a sample of 23 Jordanian indices for the period from 2005 to 2015, this paper provide economically large momentum profits over the past 6, 9 and 12 months tend to outperform in the future. In addition, this study provides convincing evidence that late-stage momentum strategy consistently generates stronger profits than does the traditional momentum strategy. Although the CAPM model can explain the momentum profits, late-stage momentum strategy cannot completely explained by the CAPM model.
Ozge Yurukoglu. 2017. \u201cLiquidity Value at Risk Modeling: Volume and Implied Volatility Adjustment\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 16 (GJMBR Volume 16 Issue C9): .
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
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Total Score: 101
Country: Turkey
Subject: Global Journal of Management and Business Research - C: Finance
Authors: Ozge Yurukoglu (PhD/Dr. count: 0)
View Count (all-time): 150
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Publish Date: 2017 01, Thu
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Neural Networks and Rules-based Systems used to Find Rational and
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The aim of this paper is to investigate whether there is the momentum effect across 23 indices-level anomaly in Amman Stock Exchange (ASE). This study also compares and contrasts the momentum strategy with both early-stage and late-stage momentum strategies. By using a sample of 23 Jordanian indices for the period from 2005 to 2015, this paper provide economically large momentum profits over the past 6, 9 and 12 months tend to outperform in the future. In addition, this study provides convincing evidence that late-stage momentum strategy consistently generates stronger profits than does the traditional momentum strategy. Although the CAPM model can explain the momentum profits, late-stage momentum strategy cannot completely explained by the CAPM model.
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