Ray Sturm, Ph.D.Associate Lecturer of Finance
Ray Sturm, Ph.D.
Department of Finance and Dr. P. Phillips School of Real Estate
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In the News
Research and Publications
The 52-Week High Strategy Momentum and Overreaction in Large Firm StocksRay Sturm, Ph.D. Prior studies have documented momentum profits to stock portfolios formed from 52-week highs in prices. This article primarily examines the pattern of returns to portfolios formed from other highs besides the 52-week high and from the time interval between current prices and the prior high. This study finds evidence suggesting that…