Cameron Passmore CIM, FMA, FCSI

Portfolio Manager

Benjamin Felix MBA, CFA, CFP

Associate Portfolio Manager
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Momentum In Stock Prices

November 18, 2011 - 0 comments

In a rational world with information fully priced into securities, you would not expect that stock prices to have momentum.  However there is much academic research demonstrating that the momentum effect is a very powerful force in explaining portfolio returns.

In this week’s Science of Investing Cameron discusses this phenomenon with host Jason McIntyre, and a recent academic paper that shows that this effect has been less prevalent during the past decade.

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By: Cameron Passmore with 0 comments.
Filed under: Factor Investing, Momentum
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