Momentum Trading Strategies in the UK Commodity Futures Market
Whilst the majority of evidence supports the superiority of the momentum technique in the stock market, this article tests the presence of short to medium term price continuation in the UK commodity futures market. The paper assesses the effectiveness of the momentum strategy using agricultural comm...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24090/ |