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EURUSD intraday price reversal

Wiśniewska, Marta - In: Folia oeconomica Stetinensia : FOS 14 (2014) 2, pp. 152-162

Persistent link: https://www.econbiz.de/10011419222

Can fat-tail create the momentum and reversal?

Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863

Persistent link: https://www.econbiz.de/10012306509

Leaning with the wind : long-term asset owners and procyclical investing

Jones, Bradley - In: Journal of investment management : JOIM 15 (2017) 2, pp. 16-38

Persistent link: https://www.econbiz.de/10011700660

Market efficiency in foreign exchange market

Lee, Namhoon; Choi, Wonseok; Pae, Yuntaek - In: Economics letters 205 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013202912

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

Alpha momentum and price momentum

Hühn, Hannah Lea; Scholz, Hendrik - In: International Journal of Financial Studies 6 (2018) 2, pp. 1-28

We analyze a novel alpha momentum strategy that invests in stocks based on three-factor alphas which we estimate using daily returns. The empirical analysis for the U.S. and for Europe shows that (i) past alpha has power in predicting the cross-section of stock returns; (ii) alpha momentum...

Persistent link: https://www.econbiz.de/10011996109