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1
Style investing, momentum, and co-movement
Wu, Chunchi
;
Tao, Xinyuan
-
2024
Persistent link: https://www.econbiz.de/10015046864
Saved in:
2
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
3
Comovement and return predictability in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
- In:
Journal of economic behavior & organization : JEBO
185
(
2021
),
pp. 671-687
Persistent link: https://www.econbiz.de/10012601339
Saved in:
4
Congation and return predictabiity in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
-
2020
Persistent link: https://www.econbiz.de/10012227958
Saved in:
5
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
Saved in:
6
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
7
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
Saved in:
8
Investor sentiment : a retail trader activity approach
Berger, Dave
- In:
Review of accounting & finance
21
(
2022
)
2
,
pp. 61-82
Persistent link: https://www.econbiz.de/10013368242
Saved in:
9
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
10
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
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