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Lawson, Daniel T.; Boldin, Robert J.; Økland, Tore - In: International journal of economics and finance 7 (2015) 6, pp. 17-24

Persistent link: https://www.econbiz.de/10011292408

Do hedge funds arbitrage on asset growth, earnings momentum and equity financing anomalies?

Lawson, Daniel T.; Schwartz, Robert L. - In: International journal of economics and finance 10 (2018) 9, pp. 38-45

Persistent link: https://www.econbiz.de/10011906035

Persistence of investor sentiment and market mispricing

Han, Xiao; Sakkas, Nikolaos; Danbolt, Jo; Eshraghi, Arman - In: The financial review : the official publication of the … 57 (2022) 3, pp. 617-640

Persistent link: https://www.econbiz.de/10013348725

Testing international momentum strategies between Chinese and Australian financial markets

Abraham, Santosh Mon - In: International journal of financial research 5 (2014) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10010441944

Interaction between Investor Sentiment, Limits to Arbitrage and the Returns of Stock Market Anomalies : Evidence from the UK Stock Market

Alburaythin, Yazeed; Fifield, Suzanne G.M; Paramati, … - 2022

This study investigates the role of two prominent concepts in finance: the role of limits to arbitrage and investor … sentiment on stock prices. The study examines how changes in market-wide investor sentiment and limits to arbitrage affect the … tend to focus on examining investor sentiment and limits to arbitrage separately. Using data from UK-listed companies over …

Persistent link: https://www.econbiz.de/10014236408

Modeling momentum and reversals

Stein, Harvey J.; Pozharny, Jacob - In: Risks : open access journal 10 (2022) 10, pp. 1-10

captured, the model is arbitrage free, and market informational efficiency is preserved. Simulation shows that in such a market …

Persistent link: https://www.econbiz.de/10013555665

The race to exploit anomalies and the cost of slow trading

Kaplanski, Guy - In: Journal of financial markets 62 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014226691

Calendar anomalies : a survey of the literature

Patel, Nikunj; Sewell, Martin - In: International journal of behavioural accounting and … 5 (2015) 2, pp. 99-121

Persistent link: https://www.econbiz.de/10011448783

Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data

Pizzutilo, Fabio; Roncone, Valeria - In: The European journal of finance 23 (2017) 13/15, pp. 1280-1310

Persistent link: https://www.econbiz.de/10012014381

The EMH and the market anomalies : an empirical analysis on Italian stock market

Rossi, Matteo; Fattoruso, Gerarda - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 222-241

Persistent link: https://www.econbiz.de/10011846984

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