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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

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

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

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

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 & trade : a journal of the … 58 (2022) 11, pp. 3119-3135

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

Investor sentiment and the pre-FOMC announcement drift

Guo, Haifeng; Hung, Chi-Hsiou D.; Kontonikas, Alexandros - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012485731

How does firm-specific investor sentiment affect the value of corporate cash holdings?

Guo, Haifeng; Yin, Chao; Zeng, Yeqin - In: British journal of management 34 (2023) 1, pp. 410-441

Persistent link: https://www.econbiz.de/10014279213

The Fed and the stock market : a tale of sentiment states

Guo, Haifeng; Hung, Chi-Hsiou D.; Kontonikas, Alexandros - In: Journal of international money and finance 128 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013438374

Flight to lottery ahead of FOMC announcements : institutional investors or retail investors?

Guo, Haifeng; Hung, Chi-Hsiou D.; Kontonikas, Alexandros; … - In: British journal of management 35 (2024) 2, pp. 1076-1096

Persistent link: https://www.econbiz.de/10014535480