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How do momentum strategies 'score' against individual investors in Taiwan, Hong Kong and Korea?

Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan - In: Emerging markets review 21 (2014), pp. 67-81

Persistent link: https://www.econbiz.de/10011304337

Avoiding momentum crashes : dynamic momentum and contrarian trading

Dobrynskaja, V. V. - In: Journal of international financial markets, … 63 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012263335

Down but not out : plenty of returns available for shorted down stocks

Galariotis, Emilios; Li, Bob; Chai, Daniel - In: International review of financial analysis 63 (2019), pp. 296-306

Persistent link: https://www.econbiz.de/10012207470

An interval constraint-based trading strategy with social sentiment for the stock market

Li, Mingchen; Yang, Kun; Lin, Wencan; Wei, Yunjie; … - In: Financial innovation : FIN 10 (2024), pp. 1-31

Developing efective strategies to earn excess returns in the stock market is a cuttingedge topic in the feld of economics. At the same time, stock price forecasting that supports trading strategies is considered one of the most challenging tasks. Therefore, this study analyzes and extracts news...

Persistent link: https://www.econbiz.de/10014535397

Overreaction and momentum in the Vietnamese stock market

Le Quy Duong; Bertrand, Philippe - In: Managerial finance 49 (2023) 1, pp. 13-28

Persistent link: https://www.econbiz.de/10013503587

Price gaps : another market anomaly?

Caporale, Guglielmo Maria; Plastun, Alex - 2016

Persistent link: https://www.econbiz.de/10011539676

Does investor sentiment create value for asset pricing? : an empirical investigation of the KOSPI-listed firms

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3487-3509

Persistent link: https://www.econbiz.de/10014635407

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Momentum and macroeconomic state variables

Kessler, Stephan; Scherer, Bernd - In: Financial markets and portfolio management 27 (2013) 4, pp. 335-363

Persistent link: https://www.econbiz.de/10010203023

Stock trading strategies are formulated by a stock classification model

Lin, Chin-tsai; Hwang, Shiuh-nan; Chuang, Wang-ching - In: The Indian journal of economics 88 (2007) 2, pp. 281-305

Persistent link: https://www.econbiz.de/10003711303

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