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1 posts on "momentum anomaly"
May 7, 2014

Can Investors Use Momentum to Beat the U.S. Treasury Market?

Decades of research have produced a library on the “momentum” anomaly in markets. Momentum refers to the tendency for financial assets with the best prior returns to continue to outperform, at least for a time.

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Posted at 7:00 am in Financial Markets | Permalink | Comments (1)

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

The editors are Michael Fleming, Andrew Haughwout, Thomas Klitgaard, and Asani Sarkar, all economists in the Bank’s Research Group.

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