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Cespa, Giovanni; Vives, Xavier - 2009

term prospects and those only." The analysis explains accommodation and trend chasing strategies as well as momentum and …

Persistent link: https://www.econbiz.de/10010272747

Szakmary, Andrew Charles; Lancaster, M. Carol - In: The financial review : the official publication of the … 50 (2015) 2, pp. 221-255

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Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan - In: Emerging markets review 21 (2014), pp. 67-81

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Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120

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Schüßler, Alexander - In: The international journal of finance 25 (2013) 4, pp. 7966-7984

Persistent link: https://www.econbiz.de/10010382960

Kedar-Levy, Haim - In: The quarterly journal of finance 3 (2013) 1, pp. 13500031-135000321

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Broom, Kevin D. - In: International journal of financial research 4 (2013) 2, pp. 1-18

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Tang, Ning - In: Financial services review : the journal of individual … 25 (2016) 1, pp. 51-72

Persistent link: https://www.econbiz.de/10011533448

Kurz-Kim, Jeong-Ryeol - 2016

investors behaved more as in the momentum strategy; and after Black Monday more as in the contrarian strategy. We argue that …

Persistent link: https://www.econbiz.de/10011486252

Stádník, Bohumil; Raudeliūnienė, Jurgita; … - In: Journal of business economics and management 17 (2016) 3, pp. 365-380

Persistent link: https://www.econbiz.de/10011517950