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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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Initial public offerings : an asset allocation decision based on nonnormal returns
Reber, Beat - In: Applied financial economics 23 (2013) 19/21, pp. 1541-1552
Persistent link: https://www.econbiz.de/10010259356
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On investing in the long run when stock returns are mean-reverting
Giannetti, Antoine - In: Applied financial economics 15 (2005) 14, pp. 1037-1040
Persistent link: https://www.econbiz.de/10003177501
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Beta, the Treynor ratio, and long-run investment horizons
Hodges, Charles W.; Taylor, Walton R. L.; Yoder, James A. - In: Applied financial economics 13 (2003) 7, pp. 503-508
Persistent link: https://www.econbiz.de/10001770771
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Effect of regulation FD on disclosures of information by firms
Lawrence, Edward R.; Karels, Gordon V.; Prakash, Arun J.; … - In: Applied financial economics 21 (2011) 13/15, pp. 979-996
Persistent link: https://www.econbiz.de/10009317451
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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859
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Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.; Fung, Chun-yip; Lam, Kin; Wong, Wing … - In: Applied financial economics 23 (2013) 16/18, pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
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Momentum trading, disposition effects and prediction of future share prices : an experimental study of multiple reference points in responses to short- and long-run return trends
Svedsater, Henrik; Karlsson, Niklas; Gärling, Tommy - In: Applied financial economics 19 (2009) 7/9, pp. 595-610
Returns of equities tend to exhibit momentum in the short to medium term and reversals in the longer term. While presenting results partly supporting such findings, we demonstrate that investors rely on multiple reference points in their trading behaviour. In particular it is shown that the...
Persistent link: https://www.econbiz.de/10003842663
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Short positions, size effect, and the liquidity hypothesis : implications for stock performance
Elfakhani, Said - In: Applied financial economics 10 (2000) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10001525820