The post-cost profitability of momentum trading strategies: Further evidence from the UK

Keyphrases

• Momentum Trading Strategy 100%
• Holding Period 100%
• Transaction Costs 50%
• Short Horizon 50%
• Associated Costs 50%
• Momentum Returns 50%
• Momentum Strategy 50%
• Implementation Cost 50%
• Trading Costs 50%
• Turnover Costs 50%
• Portfolio Turnover 50%
• Liquid Stocks 50%

Economics, Econometrics and Finance

• Investors 100%
• Transaction Costs 100%