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Time-series momentum trading strategies in the global stock market
Chakrabarti, Gagari - In: Business economics : the journal of the National … 50 (2015) 2, pp. 80-90
Persistent link: https://www.econbiz.de/10011413710
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Essays on asset trading
Dieler, Tobias - 2014
Persistent link: https://www.econbiz.de/10011372933
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Momentum effect in Indian stock market : a sectoral study
Garg, Ashish Kumar; Varshney, Pankaj - In: Global business review 16 (2015) 3, pp. 494-510
Persistent link: https://www.econbiz.de/10011409303
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Der Momentum-Effekt und Momentum-Handelsstrategien : eine quantitative Analyse
Gränitz, Marko - 2016
Persistent link: https://www.econbiz.de/10011459871
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
Persistent link: https://www.econbiz.de/10011995547
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Australian stock exchange and sub-variants of price momentum strategies
Ejaz, Abdullah; Polak, Petr - In: Investment management and financial innovations 15 (2018) 1, pp. 224-235
Persistent link: https://www.econbiz.de/10012002802
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Residual momentum in Japan
Chang, Rosita P.; Ko, Kuan-Cheng; Nakano, Shinji; Rhee, … - In: Journal of empirical finance 45 (2018), pp. 283-299
Persistent link: https://www.econbiz.de/10012102451
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Statistical arbitrage pairs trading strategies : review and outlook
Krauss, Christopher - In: Journal of economic surveys 31 (2017) 2, pp. 513-545
Persistent link: https://www.econbiz.de/10011757532
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Financial attention and the disposition effect
Dierick, Nicolas; Heyman, Dries; Inghelbrecht, Koen; … - 2019
Persistent link: https://www.econbiz.de/10012026351