Narrow search
Showing 81 - 90 of 9,000
Cover Image
Overlapping momentum portfolios
Blanco, Ivan; Jesus, Miguel de; Remesal, Alvaro - In: Journal of empirical finance 72 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Cover Image
Text-Based Industry Momentum
Hoberg, Gerard - 2017
We test the hypothesis that low visibility shocks to text-based network industry peers can explain industry momentum … common SIC codes. Shocks to less visible peers generate economically large momentum profits, and are stronger than own …-firm momentum variables. More visible traditional SIC-based peers generate only small, short-lived momentum profits. Our findings …
Persistent link: https://www.econbiz.de/10012972674
Cover Image
Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam; Umutlu, Mehmet; Maydybura, Alina - In: Journal of banking & finance 121 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
Cover Image
Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies
Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10012303103
Cover Image
Can fat-tail create the momentum and reversal?
Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863
Persistent link: https://www.econbiz.de/10012306509
Cover Image
Performance persistence in anomaly returns : evidence from frontier markets
Zaremba, Adam - In: Emerging markets, finance and trade : EMFT 56 (2020) 12, pp. 2852-2873
Persistent link: https://www.econbiz.de/10012312684
Cover Image
Cash flow news, discount rate news, and momentum
Celiker, Umut; Kayacetin, Nuri Volkan; Kumar, Raman; … - In: Journal of banking & finance 72 (2016), pp. 240-254
Persistent link: https://www.econbiz.de/10011635516
Cover Image
Leaning with the wind : long-term asset owners and procyclical investing
Jones, Bradley - In: Journal of investment management : JOIM 15 (2017) 2, pp. 16-38
Persistent link: https://www.econbiz.de/10011700660
Cover Image
Chapter 15 Anomalies and market efficiency
Schwert, G. William - 2003
Anomalies are empirical results that seem to be inconsistent with maintained theories of asset-pricing behavior. They indicate either market inefficiency (profit opportunities) or inadequacies in the underlying asset-pricing model. After they are documented and analyzed in the academic...
Persistent link: https://www.econbiz.de/10014023856
Cover Image
Dissecting currency momentum
Zhang, Shaojun - In: Journal of financial economics 144 (2022) 1, pp. 154-173
Persistent link: https://www.econbiz.de/10013407087