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Mean Reversion and Momentum: A...
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6
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5
Applied economics letters
5
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5
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5
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ECONIS (ZBW)
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EconStor
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1
Modeling
momentum
and reversals
Stein, Harvey J.
;
Pozharny, Jacob
- In:
Risks : open access journal
10
(
2022
)
10
,
pp. 1-10
observed to exhibit short term price reversals and long term
momentum
, while their industries only exhibit
momentum
. Here we …
Persistent link: https://www.econbiz.de/10013555665
Saved in:
2
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
Saved in:
3
Momentum
and mean reversion in regional housing markets : evidence from variance ratio tests
Oikarinen, Elias
;
Schindler, Felix
- In:
International journal of strategic property management
19
(
2015
)
3
,
pp. 220-234
Persistent link: https://www.econbiz.de/10011544976
Saved in:
4
Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing
- In:
Investment management and financial innovations
10
(
2013
)
3
,
pp. 55-67
Persistent link: https://www.econbiz.de/10010201509
Saved in:
5
On the efficacy of optimized exit rule for mean reversion trading
Lee, Donovan
;
Leung, Tim
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012603008
Saved in:
6
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
7
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
8
Momentum
and contrarian investing beyond CRSP and TAQ
Moerschen, Tobias
;
Schiereck, Dirk
- In:
Journal of business and economic perspectives
31
(
2005
)
1
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003324673
Saved in:
9
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
Maenhout, Pascal J.
- In:
Journal of economic theory
128
(
2006
)
1
,
pp. 136-163
Persistent link: https://www.econbiz.de/10003335332
Saved in:
10
Momentum
and mean reversion in strategic asset allocation
Koijen, Ralph S. J.
;
Rodríguez, Juan Carlos
;
Sbuelz, …
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1199-1213
Persistent link: https://www.econbiz.de/10003864233
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