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Understanding intraday momentum strategies

Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234

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Bond intraday momentum

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815421

Market intraday momentum

Gao, Lei; Han, Yufeng; Li, Sophia Zhengzi; Zhou, Guofu - In: Journal of financial economics 129 (2018) 2, pp. 394-414

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Essays in financial economics

Savor, Pavel - 2006

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Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2004

Persistent link: https://www.econbiz.de/10001783632

SR-BLITS : Sharpe Ratio's backward-looking improvement as a trading strategy

Abdulla, Mohammed Shahid - In: IIMB management review 31 (2019) 4, pp. 368-373

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Do big data mutual funds outperform?

Zhang, Junsheng; Peng, Zezhi; Zeng, Yamin; Yang, Haisheng - In: Journal of international financial markets, … 88 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014483184

The new finance : overreaction, complexity, and uniqueness

Haugen, Robert A. - 2004 - 3. ed.

Persistent link: https://www.econbiz.de/10001786555

Essays on empirical asset pricing and investor behavior

Westheide, Christian - 2011

Persistent link: https://www.econbiz.de/10009412402

Short Interest and Stock Returns

Asquith, Paul - 2004

Using a longer time period and both NYSE-Amex and Nasdaq stocks, this paper examines short interest and stock returns … correlation between market returns and short interest over our whole period. Finally, inferences from short time periods, such as …

Persistent link: https://www.econbiz.de/10012468259