Momentum strategy using past 52-week high

George and Hwang (2004) demonstrate that a stock price’s nearness to its past 52-week high price is a better predictor for how many viagra pills in a prescription future cialis and bph reviews returns than the past 6-month return used by Jegadeesh and Titman (2001).

In a more recent study, Sapp (2010) follows the 52-week high methodology of George and Hwang (2004) to assess the performance of momentum strategies in mutual funds. Specifically, Sapp (2010) finds that the http://viagrageneric-onlinerx.com/ return

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performance of a momentum iphone porn strategy that online pharmacy selects mutual funds http://viagraonline-pharmacyrx.com/ based on the ratio of the fund’s current NAV relative to its past 52-week http://cialisonline-rxpharmacy.com/ high rivals that of the Jegadeesh and Titman (1993, 2001) momentum strategy of selecting funds based on fund return performance over the past 6 months.


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