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Persistence of investor sentiment and market mispricing

Han, Xiao; Sakkas, Nikolaos; Danbolt, Jo; Eshraghi, Arman - In: The financial review : the official publication of the … 57 (2022) 3, pp. 617-640

Persistent link: https://www.econbiz.de/10013348725

Return patterns of South Korean stocks following large price shocks

Kolaric, Sascha; Kiesel, Florian; Schiereck, Dirk - In: Applied economics 48 (2016) 1/3, pp. 121-132

Persistent link: https://www.econbiz.de/10011412611

Feasible earnings momentum in the U.S. stock market : an investor's perspective

Krauss, Christopher; Beerstecher, Daniel; Krüger, Tom - 2015

This paper examines earnings momentum strategies in the U.S. stock universe from an investor's perspective. Specifically, we use the software Stock Investor Pro from the American Association of Individual Investors (AAII) to obtain the composition of the U.S. stock universe from 2005-2015 on a...

Persistent link: https://www.econbiz.de/10011346692

How profitable is the Indian stock market?

Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Sharma, … - In: Pacific-Basin finance journal 30 (2014), pp. 44-61

Persistent link: https://www.econbiz.de/10010495686

How exactly do markets adapt? : evidence from the moving average rule in three developed markets

Urquhart, Andrew; Ge̜bka, Bartosz; Hudson, Robert - In: Journal of international financial markets, … 38 (2015), pp. 127-147

Persistent link: https://www.econbiz.de/10011475180

Present value models and the behaviour of European financial markets

Tomat, Gian Maria - In: Italian economic journal : official peer-reviewed … 6 (2020) 3, pp. 493-520

Persistent link: https://www.econbiz.de/10012293135

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

Persistent link: https://www.econbiz.de/10012059768

Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns

Zaremba, Adam; Umutlu, Mehmet; Maydybura, Alina - In: Journal of banking & finance 121 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012521610

Examining the sources of excess return predictability : stochastic volatility or market inefficiency?

Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018

Persistent link: https://www.econbiz.de/10011977460

The trend is your friend : time-series momentum strategies across equity and commodity markets

Georgopoulou, Athina; Wang, Jiaguo - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1557-1592

Persistent link: https://www.econbiz.de/10011804328

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