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Option momentum
Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
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Why does return predictability concentrate in bad times?
Cujean, Julien; Hasler, Michael - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
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Value and momentum everywhere
Asness, Clifford S.; Moskowitz, Tobias J.; Pedersen, … - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 929-985
Persistent link: https://www.econbiz.de/10009754789
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Institutional trade persistence and long-term equity returns
Dasgupta, Amil; Prat, Andrea; Verardo, Michela - In: The journal of finance : the journal of the American … 66 (2011) 2, pp. 635-653
Persistent link: https://www.econbiz.de/10009240907
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Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2123-2167
Persistent link: https://www.econbiz.de/10003550018
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Estimation and evaluation of conditional asset pricing models
Nagel, Stefan; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 66 (2011) 3, pp. 873-910
Persistent link: https://www.econbiz.de/10009160333
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Is money smart? : A study of mutual fund investors' fund selection ability
Lu, Zheng - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 901-933
Persistent link: https://www.econbiz.de/10001395671
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Are investors reluctant to realize their losses?
Odean, Terrance - In: The journal of finance : the journal of the American … 53 (1998) 5, pp. 1775-1798
Persistent link: https://www.econbiz.de/10001248609
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Costly search and mutual fund flows
Sirri, Erik R. - In: The journal of finance : the journal of the American … 53 (1998) 5, pp. 1589-1622
Persistent link: https://www.econbiz.de/10001248618
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Market states and momentum
Cooper, Michael J.; Gutierrez, Roberto C.; Hameed, Allaudeen - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1345-1365
Persistent link: https://www.econbiz.de/10002098574