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Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie; Mazouz, Khelifa; Wang, Qingwei - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
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Can fund sentiment beta predict future performance?
Bu, Qiang; Stalebrink, Odd J. - In: The journal of asset management 21 (2020) 6, pp. 524-534
Persistent link: https://www.econbiz.de/10012298723
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Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman; Marks, Joseph M.; Nam, Kiseok - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
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The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
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Extreme risk and small investor behavior in developed markets
Switzer, Lorne N.; Wang, Jun; Lee, Seungho - In: The journal of asset management 18 (2017) 6, pp. 457-475
Persistent link: https://www.econbiz.de/10011844394
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The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
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The 52-week high, momentum, and predicting mutual fund returns
Sapp, Travis R. A. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 149-179
Persistent link: https://www.econbiz.de/10009271479
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Separating momentum from reversal in international stock markets
Walkshäusl, Christian; Weißofner, Florian; Wessels, Ulrich - In: The journal of asset management 20 (2019) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10012059768
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A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin; Horváth, Lajos; Liu, Zhenya; Zhao, Yuqian - In: Review of quantitative finance and accounting 54 (2020) 1, pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
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Mutual fund managers' market timing abilities : Indian evidence
Alam, Mahfooz; Ansari, Valeed Ahmad - In: The journal of asset management 21 (2020) 4, pp. 342-354
Persistent link: https://www.econbiz.de/10012292804