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Are intraday reversal and momentum trading strategies feasible? : an analysis for German blue chip stocks
Herberger, Tim; Horn, Matthias; Oehler, Andreas - In: Financial markets and portfolio management 34 (2020) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10012289620
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A note on Stein's overreaction puzzle
Lin, Yuehao; Lehnert, Thorsten - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
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Does behavioural risk explain the value premium? : a study of Indian equity market
George, Saji; Suresh, P. Srinivasa - In: International Journal of Financial Markets and … 8 (2022) 3, pp. 205-222
Persistent link: https://www.econbiz.de/10013255826
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Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria; Plastun, Alex - 2019
returns is different on overreaction days compared to normal days; H2) there is a momentum effect on overreaction days, and H3 … ends by estimating specific timing parameters. Prices tend to move in the direction of the overreaction till the end of the …
Persistent link: https://www.econbiz.de/10012118561
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Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria; Plastun, Alex - In: Financial markets and portfolio management 34 (2020) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10012289645
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The momentum effect on Taiwanese hotel stocks
Chen, Ming-Hsiang; Zhao, Zhang; Wang, Keling; Lv, Wan Qing - In: International journal of hospitality management 71 (2018), pp. 141-150
Persistent link: https://www.econbiz.de/10011849648
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Does revenue momentum drive or ride earnings or price momentum?
Chen, Hong-Yi; Chen, Sheng-syan; Hsin, Chin-wen; Lee, … - In: Journal of banking & finance 38 (2014), pp. 166-185
Persistent link: https://www.econbiz.de/10010340782
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Impact of short selling restrictions on informed momentum trading : Australian evidence
Gao, Yang; Leung, Henry - In: Pacific-Basin finance journal 45 (2017), pp. 103-115
Persistent link: https://www.econbiz.de/10011800846
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Investor sentiment, portfolio returns, and macroeconomic variables
Banchit, Azilawati; Abidin, Sazali; Lim, Sophyafadeth; … - In: Journal of risk and financial management : JRFM 13 (2020) 11/259, pp. 1-14
Investor sentiment is an important aspect of behavioural finance, which provides explanation of anomalies to the asset’s intrinsic values. Sentiments can easily affect individual investors. Historically, Australia is regarded as rich in resources but poor in capital, and this motivates the...
Persistent link: https://www.econbiz.de/10012389848