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Overlapping momentum portfolios

Blanco, Ivan; Jesus, Miguel de; Remesal, Alvaro - In: Journal of empirical finance 72 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014476787

Momentum effect in US stocks : an exponential effect

Alhenawi, Yasser - In: The empirical economics letters : a monthly … 12 (2013) 7, pp. 697-704

Persistent link: https://www.econbiz.de/10010363139

Has momentum lost its momentum?

Bhattacharya, Debarati; Li, Wei-Hsien; Sonaer, Gokhan - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 191-218

Persistent link: https://www.econbiz.de/10011796612

Momentum: what do we know 30 years after Jegadeesh and Titman's seminal paper?

Wiest, Tobias - In: Financial markets and portfolio management 37 (2023) 1, pp. 95-114

Persistent link: https://www.econbiz.de/10014252609

Constant leverage covering strategy for equity momentum portfolio with transaction costs

Negrete, Mario Enrique - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-25

The Constant Leverage covering strategy for the equity momentum portfolio (CLvg) developed in this project cannot mask … better than the momentum portfolio. This approach is different from other covering strategies available in the literature … that focus on increasing the right tail of the momentum returns distribution at a faster rate than they increase the left …

Persistent link: https://www.econbiz.de/10014636284

Retrieving almost stochastic Dominance momentum in Taiwan stock market

Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin - In: Pacific-Basin finance journal 83 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014491182

Co-existence of short-term reversals and momentum in the Australian equity market

Chai, Daniel; Do, Binh - In: Australian journal of management 41 (2016) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10011479122

Which model best explains the returns of large Australian stocks?

Chai, Daniel; Chiah, Mardy; Gharghori, Philip - In: Pacific-Basin finance journal 55 (2019), pp. 182-191

Persistent link: https://www.econbiz.de/10012169529

Style investing, momentum, and co-movement

Wu, Chunchi; Tao, Xinyuan - 2024

Persistent link: https://www.econbiz.de/10015046864

Anomalies, risk adjustment and seasonality : Australian evidence

Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218

Persistent link: https://www.econbiz.de/10010530242

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