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Pump up the volume: income risk and counter-cyclical asset trading
Sarolli, Gian Domenico - In: Eastern economic journal 42 (2016) 4, pp. 594-610
Persistent link: https://www.econbiz.de/10012238615
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Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao; Zhang, Wei - In: Pacific-Basin finance journal 84 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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The effect of ex ante price on monumentum profits
Onayev, Zhan; Savickas, Robert - In: The journal of behavioral finance : a publication of … 5 (2004) 1, pp. 8-22
Persistent link: https://www.econbiz.de/10002088968
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Trim Tabs investing : using liquidity theory to beat the stock market
Biderman, Charles; Santschi, David - 2005
Persistent link: https://www.econbiz.de/10002346630
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Risk-adjusted long-term contrarian profits : evidence from non-S&P 500 high-volume stocks
Wongchoti, Udomsak; Pyun, Chong-soo - In: The financial review : the official publication of the … 40 (2005) 3, pp. 335-359
Persistent link: https://www.econbiz.de/10003105046
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Portfolio transitions and stock price dynamics
Obizhaeva, Anna - 2009
Persistent link: https://www.econbiz.de/10011633482
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Existence of price pressures surrounding annual changes in the "dogs of the dow" portfolio
Lin, Eric C.; Kuhle, James L.; Xu, Helen - In: Research in finance 34 (2018), pp. 41-56
Persistent link: https://www.econbiz.de/10011956418
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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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Three essays in financial economics under asymmetric information
Strobl, Günter - 2005
Persistent link: https://www.econbiz.de/10003554471