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Factor Momentum
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Baptista, Alexandre M.
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1
Risk evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
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2
RIM-based value premium and factor pricing using value-price divergence
Cong, Lin William
;
George, Nathan Darden
;
Wang, Guojun
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462562
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3
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
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4
Do mutual funds herd in industries
Celiker, Umut
;
Chowdhury, Jaideep
;
Sonaer, Gokhan
- In:
Journal of banking & finance
52
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011377289
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5
Momentum is really short-term momentum
Gong, Qiang
;
Liu, Ming
;
Liu, Qianqiu
- In:
Journal of banking & finance
50
(
2015
),
pp. 169-182
Persistent link: https://www.econbiz.de/10010509594
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6
Asset growth, style investing, and momentum
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Journal of banking & finance
98
(
2019
),
pp. 108-124
Persistent link: https://www.econbiz.de/10012162244
Saved in:
7
Actively managed mutual funds holding passive investments : what do ETF positions tell us about mutual fund ability?
Sherrill, D. Eli
;
Shirley, Sara E.
;
Stark, Jeffrey R.
- In:
Journal of banking & finance
76
(
2017
),
pp. 48-64
Persistent link: https://www.econbiz.de/10011814166
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8
Style drift : evidence from small-cap mutual funds
Cao, Charles Q.
;
Iliev, Peter
;
Velthuis, Raisa
- In:
Journal of banking & finance
78
(
2017
),
pp. 42-57
Persistent link: https://www.econbiz.de/10011814827
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9
Rewarding risk-taking or skill? : the case of private equity fund managers
Buchner, Axel
;
Wagner, Niklas F.
- In:
Journal of banking & finance
80
(
2017
),
pp. 14-32
Persistent link: https://www.econbiz.de/10011815147
Saved in:
10
Momentum and funding conditions
Garcia-Feijoo, Luis
;
Jensen, Gerald R.
;
Jensen, Tyler K.
- In:
Journal of banking & finance
88
(
2018
),
pp. 312-329
Persistent link: https://www.econbiz.de/10011962923
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