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Mean Reversion and Momentum: A...
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Journal of financial economics
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187
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1
Intermediary-based equity term structure
Li, Kai
;
Xu, Chenjie
- In:
Journal of financial economics
157
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10015072447
Saved in:
2
Momentum
has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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3
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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4
Prospect theory, the disposition effect, and asset prices
Li, Yan
;
Yang, Liyan
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 715-739
Persistent link: https://www.econbiz.de/10009730583
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5
Size, value, and
momentum
in international stock returns
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 457-472
Persistent link: https://www.econbiz.de/10009666815
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6
Style investing, comovement and return predictability
Wahal, Sunil
;
Yavuz, Deniz M.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
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7
Is
momentum
really
momentum
?
Novy-Marx, Robert
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
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8
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
Saved in:
9
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
Saved in:
10
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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