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Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
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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
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Informativeness of the market news sentiment in the Taiwan stock market
Wei, Yu-Chen; Lu, Yang-cheng; Chen, Jen-Nan; Hsu, Yen-Ju - In: The North American journal of economics and finance : a … 39 (2017), pp. 158-181
Persistent link: https://www.econbiz.de/10011878611
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Sector momentum
Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 26 (2017) 2, pp. 48-60
Persistent link: https://www.econbiz.de/10011736200
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Does investor sentiment affect fund crashes? : evidence from Chinese open-end funds
Wang, Hu; Li, Shouwei; Ma, Yuyin; Jiang, Shuyang - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013449136
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An information diffusion model for momentum effect based on investor wealth
Yang, Haijun; Ge, Hengshun; Gao, Xinpeng - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
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Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013538949
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Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets
Pätäri, Eero; Ahmed, Sheraz; Luukka, Pasi; Yeomans, … - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014309932
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Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - 2005
Persistent link: https://www.econbiz.de/10002647325
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Investing in growth stocks vs. value stocks : does trading frequency matter?
Cheh, John J.; Kim, Doseong; Zheng, Guangxi - In: The journal of investing 17 (2008) 2, pp. 75-92
Persistent link: https://www.econbiz.de/10003758528