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EURUSD intraday price reversal
Wiśniewska, Marta - In: Folia oeconomica Stetinensia : FOS 14 (2014) 2, pp. 152-162
Persistent link: https://www.econbiz.de/10011419222
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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
Persistent link: https://www.econbiz.de/10012059768
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Fama French factors and US stock return predictability
Panopulu, Aikaterinē; Plastira, Sotiria - In: The journal of asset management 15 (2014) 2, pp. 110-128
Persistent link: https://www.econbiz.de/10010384800
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A study of the causality between convertible bond prices and stock prices in conversion-price reset periods, time-series and cross-section analyses
Wang, Ma-Ju; Lin, Yun-Wei; Lee, Tsun-Siou - In: Asia-Pacific journal of financial studies 44 (2015) 3, pp. 447-474
Persistent link: https://www.econbiz.de/10011459026
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Momentum is really short-term momentum
Gong, Qiang; Liu, Ming; Liu, Qianqiu - In: Journal of banking & finance 50 (2015), pp. 169-182
Persistent link: https://www.econbiz.de/10010509594
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The impact of daily return limit and segmented clientele on stock returns in China
Kedar-Levy, Haim; Yu, Xiaoyan; Kamesaka, Akiko; … - In: International review of financial analysis 19 (2010) 4, pp. 223-236
Persistent link: https://www.econbiz.de/10009272676
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News release and the role of different types of investors
Ma, Junjun; Xiong, Xiong; Feng, Xu - In: International review of financial analysis 73 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012803614
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Price discovery in the small and in the large : momentum and reversal, bubbles, and crashes
Kedar-Levy, Haim - In: Journal of financial markets 48 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012631804
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The reversal of stock market trends as a behavioral bias : evidence from Tunisian Stock Exchange
Mosbeh, Hsini; Mondher, Kouki - In: Business and Economic Research : BER 6 (2016) 2, pp. 13-29
Persistent link: https://www.econbiz.de/10011575370
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Alpha momentum and price momentum
Hühn, Hannah Lea; Scholz, Hendrik - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-28
We analyze a novel alpha momentum strategy that invests in stocks based on three-factor alphas which we estimate using daily returns. The empirical analysis for the U.S. and for Europe shows that (i) past alpha has power in predicting the cross-section of stock returns; (ii) alpha momentum...
Persistent link: https://www.econbiz.de/10011883263