Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 2692 for “"Momentum"”.
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Momentum: Stories
1 PDF file (iv, 62 pages)
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Memory Vs Momentum - Exploring Momentum Strategies With The Hurst Exponent
Momentum, the strategy of capitalizing on the ongoing trend in the stock price movements, has been one of the most puzzling market anomalies in modern finance. This paper seeks to exploit the momentum profitability from the perspective of the excursion patterns in the stock price movements. A …
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Momentum: A Rational Interpretation
… to explain the asset pricing phenomenon known as momentum. I revisit the seminal work of Chordia and Shivakumar (2002); Cooper, Guiterrez and Hameed (2004); and Stivers and Sun (2010). Using an updated sample, I reexamine their findings, while also comparing the results by credit rating. It has …
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Two Essays in Finance: Momentum Loses its Momentum, and Venture Capital Liquidity Pressure
… finance. The first paper examines robustness of momentum returns in the US stock market over the period 1965 to 2012. We find that momentum profits have become insignificant since the late 1990s partially driven by pronounced increase in the volatility of momentum profits in the last 14 years. …
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Psychological momentum in elite athletes
… to examine the concept of psychological momentum. The aim of this thesis is to further develop the issues raised by the momentum literature through the application of an eclectic range of research approaches. Study One examined positive and negative experiences for successful and …
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A time-series and cross-sectional momentum strategy: Dual momentum applied from a South African perspective
Fama and French (2008, p.1654) referred to momentum as a “premier market anomaly”. The momentum effect has been nearly universally observed across all asset classes globally (Asness, et al., 2013). This research paper further explores momentum and replicates the dual momentum strategy proposed by …
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Examination of long-run performance of momentum portfolios: Implications for the sources and profitability of momentum
… investigates the long-term performance of momentum portfolios. Its results show striking asymmetries for winners and losers and imply potentially different causes for the winner and loser components of momentum. After separately examining winners and losers relative to their respective …
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Positional Momentum and Liquidity Portfolio Management
This thesis introduces a new positional momentum management strategy based on the expected future ranks of asset returns and trade volume changes predicted by a bivariate Vector Autoregressive (VAR) model. Chapter one provides some facts about the relationship between return and trade volume …
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High Angular Momentum Rydberg Wave Packets
High angular momentum Rydberg wave packets are studied. Application of carefully tailored electric fields to low angular momentum, high- n ( n ∼ 300) Rydberg atoms creates coherent superpositions of Stark states with near extreme values of angular momentum, [cursive l]. Wave packet components orbit …
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MOMENTUM SIGNATURES OF THE ANDERSON TRANSITION
… the Anderson metal-insulator transition (MIT) in momentum space. We find that an initial plane-wave propagating in a disordered medium exhibits a diffusive background and two interference peaks, the coherent backscattering (CBS) and the coherent forward scattering (CFS) peaks in the momentum …
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Angular Momentum Evolution of Young Stars
… achieve a better understanding of their angular momentum evolution during this evolutionary stage. For that purpose I have carried out an extensive photometric monitoring program which enabled me to identify a total of 405 periodic and 184 irregular variable PMS stars in the young open cluster …
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Momentum-space lattices for ultracold atoms
… of a Bose–Einstein condensate, which we call a momentum-space lattice, to emulate one-dimensional lattice models. The idea of a synthetic dimension or synthetic lattices is a useful construct to describe how the particle dynamics can evolve in degrees of freedom that are not directly related to …
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Tropical cyclone momentum and energy fluxes
… bulk aerodynamic formulae to determine angular momentum and enthalpy fluxes at the sea surface. These results show that the intensification of a hurricane is very sensitive to the values of the coefficients defined in these formulae (Emanuel, 1995). Using these formulae allows the model to make …
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Dynamics of finite momentum Bose polarons
We study the behavior of a finite-momentum impurity immersed in a weakly interacting Bose-Einstein condensate (BEC) of ultra-cold atoms near an interspecies Feshbach resonance. Using the time-dependent variational approach, we study both ground state properties and quench dynamics of the system …
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Optical momentum transfer to macroscopic media
Persistent conflicts over the momentum of light in media has led researchers to apply an alternate approach to predicting the electromagnetic force on material. Direct application of the Lorentz force to media allows for the computation of electromagnetic forces while avoiding a priori assumptions …
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Momentum - Transformation of Movement into Architecture
The Thesis discusses ways of transforming motion, found in bodies, into architecture, by clarifying complex structural superimpositions. It addresses the relationship between movement found in natural bodies and urban structures and its parallels in architecture in relation to time and external …
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Discontinuities, Balance Laws, and Material Momentum
… interrogation of the classical balance laws of momentum, angular momentum, and energy across propagating discontinuities. A major part of this dissertation also concerns itself with a non-classical entity called the ``material momentum''. The balance of material momentum is studied in a …
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Measurement of the nuclear dependence and momentum transfer dependence of quasielastic (e,e'p) scattering at large momentum transfer
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Physics, 1994.
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Estrategias de trading con Time Series Momentum
Constructing a time-series momentum strategy involves the volatility-adjusted aggregation of univariate strategies and therefore relies heavily on the e ciency of the volatility estimator and on the quality of the momentum trading signal. Using a dataset with intra-day quotes of 18 assets from May …
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Portfolio structure and optimisation of momentum returns
This study analyses momentum returns in 54 countries covering 34 years. It is the first study where optimising programmes are applied to momentum returns and portfolio selection. Momentum returns have remained a contentious topic and a substantial amount of research purports to support and negate …
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