Similar Search Results

Carry momentum

Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10013167451

Overreaction and the cross-section of returns : international evidence

Blackburn, Douglas W.; Cakici, Nusret - In: Journal of empirical finance 42 (2017), pp. 1-14

Persistent link: https://www.econbiz.de/10011808471

Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?

Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508

Persistent link: https://www.econbiz.de/10010259376

Isolating momentum crashes

Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013370567

Trade momentum

Rizova, Savina - In: Journal of international financial markets, … 24 (2013), pp. 247-257

Persistent link: https://www.econbiz.de/10009726366

The trend is not your friend! : why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant

Scholz, Peter; Walther, Ursula - 2011

The often reported empirical success of trend-following technical timing strategies remains to be puzzling. In previous academic research, many authors admit some prediction power but struggle to substantiate their findings by referring vaguely to insufficient market effciency or unknown hidden...