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Creating a high dividend stock strategy while exploiting the low beta anomaly
Cloutier, Richard; Xu, Danielle - In: International journal of revenue management : IJRM 8 (2014/2015) 3/4, pp. 324-342
Persistent link: https://www.econbiz.de/10011546927
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Should risk-averse investors target the portfolios of socially responsible companies?
Valls Martínez, María del Carmen; Soriano Román, Rafael - In: Oeconomia Copernicana 13 (2022) 2, pp. 439-474
Persistent link: https://www.econbiz.de/10013347093
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Understanding the nature of the risks and the source of the rewards to momentum investing
Grundy, Bruce D.; Martin, J. Spencer - In: The review of financial studies 14 (2001) 1, pp. 29-78
Persistent link: https://www.econbiz.de/10001543104
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Understanding the nature of the risks and the source of the rewards to momentum investing
Grundy, Bruce D.; Martin, J. Spencer - 1998
Persistent link: https://www.econbiz.de/10000986416
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Beta momentum strategy after extreme market movements
Zhao, Xin; Li, Mingsheng; Liu, Liuling - In: Investment management and financial innovations 15 (2018) 3, pp. 97-110
Persistent link: https://www.econbiz.de/10012055518
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The effect of investor sentiment on betting against beta : a SEM approach towards beta anomaly
Abdollahi, Hooman; Ebrahimi, Seyed Babak; Tayebi, Hamed - In: International journal of economics and financial issues … 7 (2017) 1, pp. 201-206
Persistent link: https://www.econbiz.de/10011784476
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How smart is an momentum strategy? : an empirical study of Indian equities
Nigam, Apurv; Pandey, Piyush - In: Algorithmic finance 10 (2023) 1/2, pp. 21-37
Persistent link: https://www.econbiz.de/10014474566
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Sentiment beta and asset prices : evidence from China
Lin, Fengjiao; Qiu, Zhigang - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10013547967
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Momentum, the Disposition Effect and Beta
O'Brien, John - 2018
The existence of a premium to momentum portfolios, formed by buying recent winners and selling recent losers is widely accepted, although the source of the returns remains controversial. It remains a focus of behavioural finance. We focus on one set of explanations, based on prospect theory,...
Persistent link: https://www.econbiz.de/10012927420
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Mood beta and seasonalities in stock returns
Hirshleifer, David; Jiang, Danling; Meng, Yuting - In: Journal of financial economics 137 (2020) 1, pp. 272-295
Persistent link: https://www.econbiz.de/10012631338