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Volatility
Kapitaleinkommen
63
Capital income
62
Börsenkurs
52
Momentum effect
52
momentum effect
50
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49
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46
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abnormal returns
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contrarian effect
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Emerging economies
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Momentum Effect
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Schwellenländer
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reversal effect
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size effect
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Schulmeister, Stephan
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Review of quantitative finance and accounting
2
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2
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ECONIS (ZBW)
11
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1
A new momentum measurement in the Chinese stock market
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
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2
Are momentum profits influenced by idiosyncratic volatility? : evidence from India
Barik, Nirakar
;
Balakrishnan, A.
- In:
IIMB management review
34
(
2022
)
1
,
pp. 44-53
Persistent link: https://www.econbiz.de/10014266976
Saved in:
3
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
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4
Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics : evidence from the Chinese stock market
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013186512
Saved in:
5
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
Saved in:
6
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
7
Are standard asset pricing factors long-range dependent?
Auer, Benjamin R.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
Saved in:
8
Size, value and momentum in stock returns : evidence from India
Das, Sudipta
;
Barai, Parama
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 284-302
Persistent link: https://www.econbiz.de/10011583841
Saved in:
9
Profitability of technical stock trading : has it moved from daily to intraday data?
Schulmeister, Stephan
-
2008
dynamics,
momentum
effect
, reversal effect JEL classification: G12, G13, G14 Stephan Schulmeister AUSTRIAN INSTITUTE …
Persistent link: https://www.econbiz.de/10003852165
Saved in:
10
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
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