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Can investor sentiment be a momentum time-series predictor? : evidence from China
Han, Xing; Li, Youwei - In: Journal of empirical finance 42 (2017), pp. 212-239
Persistent link: https://www.econbiz.de/10011808570
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Maximal predictability under long-term mean reversion
Hjalmarsson, Erik - In: Journal of empirical finance 45 (2018), pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
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Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: Journal of empirical finance 53 (2019), pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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Enhancing the profitability of lottery strategies
Kwon, Kyungyoon; Min, Byoung-Kyu; Sun, Chenfei - In: Journal of empirical finance 69 (2022), pp. 166-184
Persistent link: https://www.econbiz.de/10013478528
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On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
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Investor sentiment and the near-term stock market
Brown, Gregory W.; Cliff, Michael T. - In: Journal of empirical finance 11 (2004) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002148109
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The economic value of predicting bond risk premia
Sarno, Lucio; Schneider, Paul; Wagner, Christian - In: Journal of empirical finance 37 (2016), pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
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Forecasting the intraday market price of money
Monticini, Andrea; Ravazzolo, Francesco - In: Journal of empirical finance 29 (2014), pp. 304-315
Persistent link: https://www.econbiz.de/10011300463