Similar Search Results - EconBiz

Sector momentum

Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 26 (2017) 2, pp. 48-60

Persistent link: https://www.econbiz.de/10011736200

Concurrent momentum and contrarian strategies in the Australian stock market

Doan, Minh-Phuong; Alexeev, Vitali; Brooks, Robert - In: Australian journal of management 41 (2016) 1, pp. 77-106

Persistent link: https://www.econbiz.de/10011479132

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI–stock market activities...

Persistent link: https://www.econbiz.de/10012038696

Growth/value, market cap, and momentum

Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 23 (2014) 1, pp. 33-42

Persistent link: https://www.econbiz.de/10011312856

Concurrent momentum and contrarian strategies in the Australian stock market

Doan, Minh-Phuong; Alexeev, Vitali; Brooks, Robert - 2014

Persistent link: https://www.econbiz.de/10010409904

Is systematic downside beta risk really priced? : Evidence in emerging market data

Galagedera, Don U. A.; Brooks, Robert - 2005

Persistent link: https://www.econbiz.de/10003048166

Foreign investors and stock price efficiency : thresholds, underlying channels and investor heterogeneity

Lim, Kian-Ping; Hooy, Chee Wooi; Chang, Kwok-Boon; … - In: The North American journal of economics and finance : a … 36 (2016), pp. 1-28

Persistent link: https://www.econbiz.de/10011672541

Asymmetric effect of FEARS sentiment on stock returns : short-sale constraints, limits to arbitrage, and behavioural biases

Goel, Garima; Dash, Saumya Ranjan; Brooks, Robert; … - In: Emerging markets, finance and trade : EMFT 58 (2022) 11, pp. 3119-3135

Persistent link: https://www.econbiz.de/10013355046

Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques

Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001256324

Evaluating the performance of stock portfolios with index futures contracts

Brooks, Robert - In: The journal of futures markets 8 (1988) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10001134573

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