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Predicting stock price movements from past returns : the role of consistency and tax-loss selling
Grinblatt, Mark; Moskowitz, Tobias J. - In: Journal of financial economics 71 (2004) 3, pp. 541-579
Persistent link: https://www.econbiz.de/10001966720
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
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The role of shorting, firm size, and time on market anomalies
Israel, Ronen; Moskowitz, Tobias J. - In: Journal of financial economics 108 (2013) 2, pp. 275-301
Persistent link: https://www.econbiz.de/10009749340
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Shared analyst coverage : unifying momentum spillover effects
Ali, Usman; Hirshleifer, David - In: Journal of financial economics 136 (2020) 3, pp. 649-675
Persistent link: https://www.econbiz.de/10012545703
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Mood beta and seasonalities in stock returns
Hirshleifer, David; Jiang, Danling; Meng, Yuting - In: Journal of financial economics 137 (2020) 1, pp. 272-295
Persistent link: https://www.econbiz.de/10012631338
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Feedback and the success of irrational investors
Hirshleifer, David; Subrahmanyam, Avanidhar; Titman, … - In: Journal of financial economics 81 (2006) 2, pp. 311-338
Persistent link: https://www.econbiz.de/10003353929
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Understanding momentum and reversal
Kelly, Bryan T.; Moskowitz, Tobias J.; Pruitt, Seth - In: Journal of financial economics 140 (2021) 3, pp. 726-743
Persistent link: https://www.econbiz.de/10013259592