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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - 2014
Persistent link: https://www.econbiz.de/10010413176
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Cash-flow risk, discount risk, and the value premium
Santos, Tano; Veronesi, Pietro - 2005
Persistent link: https://www.econbiz.de/10003236294
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Portfolio choice over the life-cycle in the presence of "trickle down" labor income
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - 2005
Persistent link: https://www.econbiz.de/10002753278
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Momentum strategies
Chan, Louis K. C. - 1995
Persistent link: https://www.econbiz.de/10000935825
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Investor reaction to salient news in closed-end country funds
Klibanoff, Peter; Lamont, Owen A.; Wizman, Thierry A. - 1996
Persistent link: https://www.econbiz.de/10000592345
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Stock and bond returns with moody investors
Bekaert, Geert; Engstrom, Eric; Grenadier, Steven R. - 2006
Persistent link: https://www.econbiz.de/10003328105
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Expectations of returns and expected returns
Greenwood, Robin; Shleifer, Andrei - 2013
Persistent link: https://www.econbiz.de/10009710609
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Riding the bubble? : chasing returns into illiquid assets
Yagan, Danny - 2014
Persistent link: https://www.econbiz.de/10010396236
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The disposition effect and momentum
Grinblatt, Mark; Han, Bing - 2002
Persistent link: https://www.econbiz.de/10001645031
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Disposition matters : volume, volatility and price impact of a behavioral bias
Goetzmann, William N.; Massa, Massimo - 2003
Persistent link: https://www.econbiz.de/10001738752