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Market states and momentum
Cooper, Michael J.; Gutierrez, Roberto C.; Hameed, Allaudeen - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1345-1365
Persistent link: https://www.econbiz.de/10002098574
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Profitability of monumentum strategies : an evaluation of alternative explanations
Jegadeesh, Narasimhan; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 699-720
Persistent link: https://www.econbiz.de/10001604130
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The long-lasting momentum in weekly returns
Gutierrez, Roberto C.; Kelley, Eric K. - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 415-447
Persistent link: https://www.econbiz.de/10003821631
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Returns to buying winners and selling losers : implications for stock market efficiency
Jegadeesh, Narasimhan - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10001141549