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High Momentum and Traditional Momentum Strategies: Evidence from China

High Momentum and Traditional Momentum Strategies: Evidence from China. Traditional Momentum (Jegadeesh and Titman, 1993) A self-financing strategy that buys the top 20% and sells the bottom 20% of stocks ranked by returns during the past X months, and holds the positions for Y months

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Past x months - PowerPoint PPT Presentation

High Momentum and Traditional Momentum Strategies: Evidence from China