Similar Search Results

Momentum returns and size of winner and loser portfolios

Siganos, Antonios - In: Applied financial economics 17 (2007) 7/9, pp. 701-708

Persistent link: https://www.econbiz.de/10003491221

Can small investors exploit the momentum effect?

Siganos, Antonios - In: Financial markets and portfolio management 24 (2010) 2, pp. 171-192

Persistent link: https://www.econbiz.de/10003983971

Can retail investors exploit stock market anomalies?

Siganos, Antonios - In: Applied financial economics 22 (2012) 7/9, pp. 537-547

Persistent link: https://www.econbiz.de/10009624365

Guest editor networking in special issues

Siganos, Antonios - In: International review of financial analysis 76 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012804689

A novel measure of sleep based on Google : the case for financial markets

Siganos, Antonios - In: The European journal of finance 27 (2021) 12, pp. 1151-1163

Persistent link: https://www.econbiz.de/10012609268

The daylight saving time anomaly in relation to firms targeted for mergers

Siganos, Antonios - In: Journal of banking & finance 105 (2019), pp. 36-43

Persistent link: https://www.econbiz.de/10012163796

International music preferences as a measure of culture : evidence from cross-border mergers

Siganos, Antonios - In: The European journal of finance 30 (2024) 3, pp. 288-304

Persistent link: https://www.econbiz.de/10014547878

Does the stock market influence investor everyday decisions? : the case of parking violations

Siganos, Antonios - In: International review of financial analysis 82 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013426203

Climate theory & managerial decisions on cross-border mergers

Siganos, Antonios - In: The British accounting review 56 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015062080

The momentum effect on the London Stock Exchange

Siganos, Antonios - 2004

This study intends to investigate the momentum effect, which states that shareswhich performed the best (worst) over the previous three to twelve months continueto perform well (poorly) over the subsequent three to twelve months. Evidence suggests that a strategy that buys previous winner shares...

Persistent link: https://www.econbiz.de/10009465866