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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

The Ulysses option : smoking and delegation in individual investor decisions

Meyer, Steffen; Uhr, Charline - In: Finance research letters 46 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013341620

What drives retail portfolio exposure to ESG factors?

D'Hondt, Catherine; Merli, Maxime; Roger, Tristan - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013342669

Style rotation on the JSE

Page, Daniel; McClelland, David E.; Auret, C. - In: Finance research letters 46 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013342824

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