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Momentum crashes

Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247

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Isolating momentum crashes

Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22

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Missing momentum in China : considering individual investor preference

Yao, Shouyu; Qin, Yuanyuan; Cheng, Feiyang; Wu, Ji; … - In: Finance research letters 49 (2022), pp. 1-7

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What drives stock market underreaction to liquidity shocks? : evidence from Korea

Jang, Jeewon - In: Asia-Pacific journal of financial studies 51 (2022) 1, pp. 44-80

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Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan

Huang, Hong-Gia; Tsai, Wei-Che; Weng, Pei-Shih; Wu, … - In: Journal of financial markets 52 (2021), pp. 1-20

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Classification of intraday s&p500 returns with a random forest

Lohrmann, Christoph; Luukka, Pasi - In: International journal of forecasting 35 (2019) 1, pp. 390-407

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Profitability of trading in the direction of asset price jumps : analysis of multiple assets and frequencies

Fičura, Milan - In: Prague economic papers : a bimonthly journal of … 28 (2019) 4, pp. 385-401

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A transparent single financial asset trading framework via reinforcement learning

Choi, Insu; Kim, Woo Chang - In: Selected Papers from the 10th International Conference …, (pp. 72-79). 2024

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Does investor sentiment create value for asset pricing? : an empirical investigation of the KOSPI-listed firms

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3487-3509

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Traditional investment tools using backtesting simulations : the case of Colombian stock market for the period 2007-2013

Contreras-Pacheco, Orlando E.; Vecino Arenas, Carlos Enrique - In: The international journal of applied economics and finance 10 (2016) 1/3, pp. 21-36

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