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Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen; Xiao, Shisong; Ma, Zonggang - In: Applied economics 50 (2018) 50, pp. 5401-5415
Persistent link: https://www.econbiz.de/10012062185
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Institutional trade persistence and long-term equity returns
Dasgupta, Amil; Prat, Andrea; Verardo, Michela - 2007
Persistent link: https://www.econbiz.de/10003515861
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What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard J.; Kurshev, Alexander; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003294322
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Value and momentum from investors' perspective : evidence from professionals' risk-ratings
Merkle, Christoph; Sextroh, Christoph - In: Journal of empirical finance 62 (2021), pp. 159-178
Persistent link: https://www.econbiz.de/10012693335
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Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie; Mazouz, Khelifa; Wang, Qingwei - In: Journal of empirical finance 63 (2021), pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
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Can fat-tail create the momentum and reversal?
Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863
Persistent link: https://www.econbiz.de/10012306509
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Improving market timing of time series momentum in the Chinese stock market
Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
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Residual momentum in Japan
Chang, Rosita P.; Ko, Kuan-Cheng; Nakano, Shinji; Rhee, … - In: Journal of empirical finance 45 (2018), pp. 283-299
Persistent link: https://www.econbiz.de/10012102451
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Combining value and momentum : evidence from the Nordic equity market
Grobys, Klaus; Huhta-Halkola, Topi - In: Applied economics 51 (2019) 26, pp. 2872-2884
Persistent link: https://www.econbiz.de/10012196759
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Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Endres, Sylvia; Stübinger, Johannes - In: Applied economics 51 (2019) 29, pp. 3153-3169
Persistent link: https://www.econbiz.de/10012196804