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Commodity futures and momentum...
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United States
Efficient market hypothesis
7,856
Effizienzmarkthypothese
7,772
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2,516
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2,511
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2,394
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2,387
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1,377
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952
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947
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862
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824
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823
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677
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616
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570
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569
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507
market efficiency
497
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496
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456
Securities trading
455
Welt
450
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402
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Kochman, Ladd Michael
13
Caporale, Guglielmo Maria
11
Goodwin, Randall
11
Gil-Alaña, Luis A.
9
Shiller, Robert J.
9
Subrahmanyam, Avanidhar
6
McKenzie, Andrew M.
5
Paul, Rodney J.
5
Richie, Nivine
5
Wagner, Alexander F.
5
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5
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4
Chordia, Tarun
4
Gu, Anthony Yanxiang
4
Kim, Jae H.
4
Malkiel, Burton G.
4
Richardson, Matthew
4
Agell, Jonas
3
Bai, Jennie
3
Baker, Malcolm
3
Behr, Andreas
3
Betzer, André
3
Boudoukh, Jacob
3
Brüggemann, Ulf
3
Christiansen, Charlotte
3
Cohen, Randolph B.
3
D'Avolio, Gene Michael
3
Djunaidi, Harjanto
3
Ehrentreich, Norman
3
Gatzlaff, Dean H.
3
Gider, Jasmin
3
Guo, Mingyuan
3
Gupta, Rangan
3
Haugen, Robert A.
3
Hendershott, Terrence
3
Irwin, Scott H.
3
Jordan, Bradford D.
3
Jung, Jeeman
3
Kaul, Aditya
3
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1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Ludwig-Maximilians-Universität München
1
Munich Economic Summit <2, 2003, München>
1
Nationalekonomiska Institutionen <Stockholm>
1
Nomos Verlagsgesellschaft
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
1
Rodney L. White Center for Financial Research
1
School of Economics and Finance <Brisbane>
1
Springer Fachmedien Wiesbaden
1
USA / Economic Research Service
1
USA / Subcommittee on Energy and Air Quality
1
University of Chicago / Center for Research in Security Prices
1
Österreichisches Institut für Wirtschaftsforschung
1
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The journal of futures markets
31
Working paper / National Bureau of Economic Research, Inc.
28
The review of financial studies
22
Journal of financial economics
21
Journal of banking & finance
17
Applied economics
14
Applied financial economics
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
The journal of finance : the journal of the American Finance Association
13
Journal of financial and quantitative analysis : JFQA
11
The journal of real estate finance and economics
10
Economics letters
9
International review of financial analysis
9
Journal of economics and finance
9
Journal of empirical finance
9
Journal of business and economic perspectives
8
Journal of sports economics
8
The financial review : the official publication of the Eastern Finance Association
8
American business review
7
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Journal of economics & business
6
Quarterly journal of business and economics : QJBE
6
The electricity journal
6
Discussion paper / Centre for Economic Policy Research
5
New York economic review : journal of the New York State Economics Association
5
SpringerLink / Bücher
5
Applied economics letters
4
Energy economics
4
Finance research letters
4
Global finance journal
4
Journal of accounting & economics
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of international financial markets, institutions & money
4
Neue betriebswirtschaftliche Forschung : Nbf
4
Pacific-Basin finance journal
4
Research paper series / Swiss Finance Institute
4
Review of financial economics : RFE
4
The journal of economics
4
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ECONIS (ZBW)
853
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1
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853
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1
Profitability of return and sentiment-based investment strategies in US futures markets
Bahloul, Walid
;
Bouri, Abdelfettah
- In:
Research in international business and finance
36
(
2016
),
pp. 254-270
Persistent link: https://www.econbiz.de/10011594430
Saved in:
2
Trend-following trading strategies in US stocks : a revisit
Szakmary, Andrew Charles
;
Lancaster, M. Carol
- In:
The financial review : the official publication of the …
50
(
2015
)
2
,
pp. 221-255
Persistent link: https://www.econbiz.de/10011282742
Saved in:
3
Another look at the cross-section and time-series of stock returns : 1951 to 2011
Du, Ding
- In:
Journal of empirical finance
20
(
2013
),
pp. 130-146
Persistent link: https://www.econbiz.de/10009717865
Saved in:
4
Momentum
effect in US stocks : an exponential effect
Alhenawi, Yasser
- In:
The empirical economics letters : a monthly …
12
(
2013
)
7
,
pp. 697-704
Persistent link: https://www.econbiz.de/10010363139
Saved in:
5
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
Saved in:
6
The timing of 52-week high price and
momentum
Bhootra, Ajay
;
Hur, Jungshik
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3773-3782
Persistent link: https://www.econbiz.de/10010126827
Saved in:
7
Industry information and the 52-week high effect
Hong, Xin
;
Jordan, Bradford D.
;
Liu, Mark H.
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 111-130
Persistent link: https://www.econbiz.de/10011471558
Saved in:
8
Underreaction to news in the US stock market
Sinha, Nitish Ranjan
- In:
The quarterly journal of finance
6
(
2016
)
2
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011488696
Saved in:
9
Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil
;
Raudeliūnienė, Jurgita
; …
- In:
Journal of business economics and management
17
(
2016
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
Saved in:
10
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
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