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Dynamic attention behavior under return predictability
Andrei, Daniel; Hasler, Michael - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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Risks and rewards for momentum and reversal portfolios
Li, Yuming - In: Financial markets and portfolio management 31 (2017) 3, pp. 289-315
Persistent link: https://www.econbiz.de/10011951760
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Enhancing the profitability of lottery strategies
Kwon, Kyungyoon; Min, Byoung-Kyu; Sun, Chenfei - In: Journal of empirical finance 69 (2022), pp. 166-184
Persistent link: https://www.econbiz.de/10013478528
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Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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Extrapolative asset pricing
Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
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Trade momentum for alpha
Hong, Weiting - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245331
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Style investing, momentum, and co-movement
Wu, Chunchi; Tao, Xinyuan - 2024
Persistent link: https://www.econbiz.de/10015046864
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Do high-frequency data improve multivariate volatility forecasting for investors with different investment horizons?
Yu, Limin; Huang, Zhuo - 2022
Persistent link: https://www.econbiz.de/10015053841
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Ambiguous investor sentiment
Wagner, Moritz; Wei, Xiaopeng - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061580
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An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa - 2003
Persistent link: https://www.econbiz.de/10003385465