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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
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Can profitability through momentum strategies be enhanced applying a range to standard deviation filter?
Mitra, Subrata Kumar; Bawa, Jaslene Kaur; Kannadhasan, M.; … - In: Finance research letters 20 (2017), pp. 269-273
Persistent link: https://www.econbiz.de/10011806945
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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
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An idea of risk-neutral momentum and market fear
Schadner, Wolfgang - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484870
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Weekly momentum in the commodity futures market
Kwon, Kyungyoon; Kang, Jangkoo; Yun, Jaesun - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438709
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State-dependent psychological anchors and momentum
Ran, Rong; Li, Cheng; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013342035
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Flight-to-quality between global stock and bond markets in the COVID era
Papadamou, Stephanos; Fassas, Athanasios P.; … - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490959
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Common factors in the returns on cryptocurrencies
Jung, Woosung; Park, Haerang - In: Finance research letters 65 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014551883
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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
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Revisiting the earnings-price effect : the importance of future earnings
Chen, Li-Wen; Yu, Hsin-Yi; Huang, Hsu-Huei - In: Finance research letters 13 (2015), pp. 90-96
Persistent link: https://www.econbiz.de/10011552412