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Effects of the fat-tail distribution on the relationship between prospect theory value and expected return
Eom, Cheoljun; Park, Jong Won - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012659131
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Political sentiment and MAX effect
Huang, Shuyang; Zeng, Ming - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013538945
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Momentum strategies with stock index exchange-traded funds
Tse, Yiuman - In: The North American journal of economics and finance : a … 33 (2015), pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
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Indicator selection and stock return predictability
Dai, Zhifeng; Zhu, Huan - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822124
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Lottery-like momentum in the cryptocurrency market
Lin, Chiao-Han; Yen, Kuang-Chieh; Cheng, Hui-Pei - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013188352
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Overnight stock returns, intraday returns, and firm-specific investor sentiment
Kim, Byungoh; Suh, Sangwon - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012667359
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Seasonality and momentum across national equity markets
Song, Jian; Balvers, Ronald J. - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013449367
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Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013534113
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Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns
Božović, Miloš - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013539075
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Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets
Pätäri, Eero; Ahmed, Sheraz; Luukka, Pasi; Yeomans, … - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014309932