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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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Growth/value, market cap, and momentum
Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 23 (2014) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10011312856
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An empirical study of investors' disposition effect in China based on open data from the Chinese stock markets
Cai, Huan; Wang, Meining; Bai, Chaonan - In: International journal of economics and finance 10 (2018) 5, pp. 165-172
Persistent link: https://www.econbiz.de/10011861918
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Hedge fund return statistics 1994-2005
Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur - In: The journal of investing 17 (2008) 1, pp. 7-21
Persistent link: https://www.econbiz.de/10003708648
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Hedge fund performance in bull and bear markets : alpha creation and risk exposure
Sandvik, Sjur Hordvik; Frydenberg, Stein; Westgaard, Sjur; … - In: The journal of investing 20 (2011) 1, pp. 52-77
Persistent link: https://www.econbiz.de/10009312577