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Momentum: what do we know 30 years after Jegadeesh and Titman's seminal paper?
Wiest, Tobias - In: Financial markets and portfolio management 37 (2023) 1, pp. 95-114
Persistent link: https://www.econbiz.de/10014252609
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Enhanced momentum strategies
Hanauer, Matthias; Windmüller, Steffen - In: Journal of banking & finance 148 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248250
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Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: Journal of empirical finance 53 (2019), pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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Isolating momentum crashes
Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
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Taming momentum crashes
Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024
Persistent link: https://www.econbiz.de/10014529581
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Sentiment risk premia in the cross-section of global equity and currency returns
Füss, Roland; Guidolin, Massimo; Koeppel, Christian - 2019 - This version: August 28, 2019
Persistent link: https://www.econbiz.de/10012101492
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International sentiment spillovers in equity returns
Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
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Momentum crashes and the 52-week high
Byun, Suk Joon; Jeon, Byounghyun - In: Financial analysts journal : FAJ 79 (2023) 2, pp. 120-139
Persistent link: https://www.econbiz.de/10014291965
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Anomalies and investor sentiment : international evidence and the impact of size factor
Salur, Bayram Veli; Ekinci, Cumhur - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-21
We examine whether investor sentiment can explain anomalies such as size and book-to-market in the US stock market …-to-market ratio, etc.) of developed markets for the same purpose. We find that sentiment is related to some anomalies in Europe, Japan …
Persistent link: https://www.econbiz.de/10014284678
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Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus; Haga, Jesper - In: Applied economics letters 24 (2017) 20, pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099