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Evolution of price effects after one-day abnormal returns in the US stock market

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012822169

New empirical evidence on the investment success of momentum strategies based on relative stock prices

Yu, Susana - In: Review of quantitative finance and accounting 39 (2012) 1, pp. 105-121

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Extreme absolute strength of stocks and performance of momentum strategies

Yang, Xuebing; Zhang, Huilan - In: Journal of financial markets 44 (2019), pp. 71-90

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Are intraday reversal and momentum trading strategies feasible? : an analysis for German blue chip stocks

Herberger, Tim; Horn, Matthias; Oehler, Andreas - In: Financial markets and portfolio management 34 (2020) 2, pp. 179-197

Persistent link: https://www.econbiz.de/10012289620

Can investors profit by utilizing technical trading strategies? : evidence from the Korean and Chinese stock markets

Ni, Yensen; Day, Min-Yuh; Cheng, Yirung; Huang, Paoyu - In: Financial innovation : FIN 8 (2022), pp. 1-21

The idea of this study is derived from observing the profitability of stock investments following the phenomena of continuously rising (or falling) prices of stocks and continuously overbought (or oversold) signals emitted by technical indicators. We employ the standard event study approach and...

Persistent link: https://www.econbiz.de/10013272636

Evolution of historical prices in momentum investing

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Persistent link: https://www.econbiz.de/10012001027

Momentum trading, mean reversal and overreaction in Chinese stock market

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

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The state of the market and the contrarian strategy : evidence from China's stock market

Chen, Qiwei; Jiang, Ying; Li, Yuan - In: Journal of Chinese economic and business studies 10 (2012) 1, pp. 89-108

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A note on Stein's overreaction puzzle

Lin, Yuehao; Lehnert, Thorsten - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 269-276

Persistent link: https://www.econbiz.de/10012285399

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

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