Narrow search
Showing 1 - 10 of 140
Cover Image
Asymmetric effect of style comovement on momentum
Hsu, Ching-Chi; Chen, Miao-Ling - In: Finance research letters 31 (2019), pp. 146-154
Persistent link: https://www.econbiz.de/10012421265
Cover Image
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Cover Image
Residual momentum and the cross-section of stock returns : Chinese evidence
Lin, Qi - In: Finance research letters 29 (2019), pp. 206-215
Persistent link: https://www.econbiz.de/10012418711
Cover Image
Dynamic consumption and portfolio choice with permanent learning
Lee, Hyun-Tak - In: Finance research letters 19 (2016), pp. 112-118
Persistent link: https://www.econbiz.de/10011657559
Cover Image
Short-term contrarian profits and the disposition effect
Shen, Yujan; Shen, Kuanfu - In: Finance research letters 46 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013341568
Cover Image
Relative deprivation and financial risk taking
Pak, Tae-Young - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014473328
Cover Image
Geopolitical risk and household stock market participation
Lee, Kiryoung - In: Finance research letters 51 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014288260
Cover Image
Can factor momentum beat momentum factor? : evidence from China
Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12
While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...
Persistent link: https://www.econbiz.de/10014530711
Cover Image
Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu; Liu, Zezhong; Wang, Chunfeng; Palma, Alessia; … - In: Finance research letters 63 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
Cover Image
Value or volume strategy?
Li, Ming-yuan Leon - In: Finance research letters 6 (2009) 4, pp. 210-218
Persistent link: https://www.econbiz.de/10003934164