Narrow search
Showing 1 - 10 of 209
Cover Image
Industry information and the 52-week high effect
Hong, Xin; Jordan, Bradford D.; Liu, Mark H. - In: Pacific-Basin finance journal 32 (2015), pp. 111-130
Persistent link: https://www.econbiz.de/10011471558
Cover Image
Financialization, idiosyncratic information and commodity co-movements
Ma, Yan-Ran; Ji, Qiang; Wu, Fei; Pan, Jiaofeng - In: Energy economics 94 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012649527
Cover Image
Dynamic trading and asset prices : Keynes vs. Hayek
Cespa, Giovanni; Vives, Xavier - 2009
term prospects and those only." The analysis explains accommodation and trend chasing strategies as well as momentum and …
Persistent link: https://www.econbiz.de/10010272747
Cover Image
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications
Schmidt, Peter S.; von Arx, Urs; Schrimpf, Andreas; … - 2011
momentum risk factor (as existing work has suggested), but also the widely-used U.S. size and value risk factors. We then build … novel pan-European and country-specific momentum, size, and value risk factors. By comparing our pan-European market returns …
Persistent link: https://www.econbiz.de/10011753205
Cover Image
Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market
Bretschger, Lucas; Lechthaler, Filippo - 2012
momentum strategy. The Japanese case illustrates the necessity of considering structural instability related to the …
Persistent link: https://www.econbiz.de/10011753224
Cover Image
Bubbles in UK house prices : evidence from ESTR models
McMillan, David G.; Speight, Alan E. H. - In: International review of applied economics 24 (2010) 4, pp. 437-452
Persistent link: https://www.econbiz.de/10008653280
Cover Image
Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
Cover Image
Common risk factors and the macroeconomy : new evidence from the Japanese stock market
Bretschger, Lucas; Lechthaler, Filippo - 2012
momentum strategy. The Japanese case illustrates the necessity of considering structural instability related to the …
Persistent link: https://www.econbiz.de/10009552906
Cover Image
Are momentum profits driven by the cross-sectional dispersion in expected stock returns?
Bhootra, Ajay - In: Journal of financial markets 14 (2011) 3, pp. 494-513
Persistent link: https://www.econbiz.de/10009261755
Cover Image
Information inertia
Condie, Scott; Ganguli, Jayant; Illeditsch, Philipp Karl - 2015
Persistent link: https://www.econbiz.de/10011393178