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Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
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Revisiting disposition effect and momentum : a quantile regression perspective
Ahmed, Mohamed S.; Doukas, John A. - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 1087-1128
Persistent link: https://www.econbiz.de/10012498621
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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
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Afraid of the stock market
Lim, Yuree; Kim, Kyoungtae - In: Review of quantitative finance and accounting 53 (2019) 3, pp. 773-810
Persistent link: https://www.econbiz.de/10012234394
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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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Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing
Hur, Jungshik; Mbanga, Cedric - In: Review of quantitative finance and accounting 49 (2017) 2, pp. 407-433
Persistent link: https://www.econbiz.de/10011797092
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New empirical evidence on the investment success of momentum strategies based on relative stock prices
Yu, Susana - In: Review of quantitative finance and accounting 39 (2012) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10009629107
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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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Risk, mispricing, and value investing
Bartov, Eli; Kim, Myung-sun - In: Review of quantitative finance and accounting 23 (2004) 4, pp. 353-376
Persistent link: https://www.econbiz.de/10002534895
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Valuation ratio style investing and economic sentiment : evidence from major Eurozone markets
Spyrou, Spyros I. - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 827-856
Persistent link: https://www.econbiz.de/10012304004