Momentum Trading Strategies in the UK Commodity Futures Market

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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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Bibliographic Details
Main Author:	Mistry, Krishna
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/24090/

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