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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
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Price behavior of small-cap stocks and momentum : a study using principal component momentum
Eom, Cheoljun; Park, Jong Won - In: Research in international business and finance 65 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014433669
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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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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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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
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Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets
Pätäri, Eero; Ahmed, Sheraz; Luukka, Pasi; Yeomans, … - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014309932
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An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets
Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262
Persistent link: https://www.econbiz.de/10011847010
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An investigation of the trading patterns and heuristics of stockholders
Frieder, Laura L. - 2004
Persistent link: https://www.econbiz.de/10003777979
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The January sentiment effect in the U.S. stock market
Chen, Zhongdong; Daves, Phillip R. - In: International review of financial analysis 59 (2018), pp. 94-104
Persistent link: https://www.econbiz.de/10012006921
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The effect of U.S. investor sentiment on cross-listed securities returns : a high-frequency approach
Gutierrez Pineda, Juan Pablo; Perez Liston, Daniel - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15
This paper studies the impact of a high-frequency investor sentiment measure (New FEARS) on the returns of foreign securities listed in U.S. markets as American Depository Receipts (ADRs). We recreate a high-frequency investor sentiment measure by aggregating search volume indices (SVIs) for a...
Persistent link: https://www.econbiz.de/10012792429