Similar Search Results - EconBiz

Differences in options investors' expectations and the cross-section of stock returns

Andreou, Panayiotis C.; Kagkadis, Anastasios; Philip, Dennis - In: Journal of banking & finance 94 (2018), pp. 315-336

Persistent link: https://www.econbiz.de/10011966661

Innovative originality, profitability, and stock returns

Hirshleifer, David; Hsu, Po-Hsuan; Li, Dongmei - In: The review of financial studies 31 (2018) 7, pp. 2553-2605

Persistent link: https://www.econbiz.de/10011927144

Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...

Persistent link: https://www.econbiz.de/10011906234

Dissecting sources of price momentum : evidence from India

Sehgal, Sanjay; Jain, Kanu - In: International journal of emerging markets 10 (2015) 4, pp. 801-819

Persistent link: https://www.econbiz.de/10011489451

Essays on reversal and momentum patterns in stock markets : evidence from the U.S. and Europe

Hühn, Hannah Lea - 2015

Persistent link: https://www.econbiz.de/10011442858

The cross-section excess returns: risk factors and investor sentiment

Abdelhedi, Mouna; Abbes, Mouna Boujelbène; … - In: The ICFAI journal of applied finance 15 (2009) 9, pp. 5-21

Persistent link: https://www.econbiz.de/10003894624

Investor sentiment, disagreement, and the breadth–return relationship

Cen, Ling; Lu, Hai; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1076-1091

Persistent link: https://www.econbiz.de/10009751210

How does the change in investor sentiment over time affect stock returns?

Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158

Persistent link: https://www.econbiz.de/10010402965

Returns to active management : the case of hedge funds

Kazemi, Maziar; Islamaj, Ergys - 2014

Persistent link: https://www.econbiz.de/10010404131

Investor attention, index performance, and return predictability

Vozlyublennaia, Nadia - In: Journal of banking & finance 41 (2014), pp. 17-35

Persistent link: https://www.econbiz.de/10010407999

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