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Time-series momentum in nearly 100 years of stock returns

Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296

Persistent link: https://www.econbiz.de/10011968748

Momentum effect in Indian stock market : a sectoral study

Garg, Ashish Kumar; Varshney, Pankaj - In: Global business review 16 (2015) 3, pp. 494-510

Persistent link: https://www.econbiz.de/10011409303

European ADRs : what a difference a decade makes

Schaub, Mark - In: Applied economics letters 21 (2014) 7/9, pp. 470-476

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The effectiveness of technical strategies in Malaysian Sharīʿah vs conventional stocks

Ling, Pick Soon; Abdul-Rahim, Ruzita; Said, Fathin Faizah - In: ISRA international journal of islamic finance 12 (2020) 2, pp. 195-215

Purpose This study aims to investigate Malaysian stock market efficiency from the view of Sharīʿah-compliant and conventional stocks based on the effectiveness of technical trading strategies. Design/methodology/approach This study uses unconventional trading strategies that mix buy...

Persistent link: https://www.econbiz.de/10012517324

Is factor momentum greater than stock momentum?

Falck, Antoine; Rej, Adam; Thesmar, David - In: The journal of investment strategies 10 (2021) 4, pp. 43-68

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Data-driven investigation into anomaly trading strategies : evidence with econometrics

French, Jordan - 2019

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Mandelbrot market-model and momentum

Berghorn, Wilhelm; Otto, Sascha - In: International journal of financial research 8 (2017) 3, pp. 1-26

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Beating the DAX, MDAX, and SDAX : investment strategies in Germany

Franz, Friedrich-Carl; Regele, Tobias Ulrich Joachim - In: Financial markets and portfolio management 30 (2016) 2, pp. 161-204

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Separating momentum from reversal in international stock markets

Walkshäusl, Christian; Weißofner, Florian; Wessels, Ulrich - In: The journal of asset management 20 (2019) 2, pp. 111-123

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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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