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Momentum and contrarian strategies in the Chinese stock market : the viewpoint of reversal fear and the disposition effect
Yeh, Chih-Cheng - In: The international journal of finance 27 (2015) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10011691265
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Various moving average convergence divergence trading strategies : a comparison
Nguyen Hoang Hung - In: Investment management and financial innovations 13 (2016) 2, pp. 363-369
Persistent link: https://www.econbiz.de/10011665693
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Performance of moving average trading rules in a volatile stock market : the Russian evidence
Luukka, Pasi; Pätäri, Eero; Fedorova, Elena; … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2424-2450
Persistent link: https://www.econbiz.de/10011672614
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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
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Beta momentum strategy after extreme market movements
Zhao, Xin; Li, Mingsheng; Liu, Liuling - In: Investment management and financial innovations 15 (2018) 3, pp. 97-110
Persistent link: https://www.econbiz.de/10012055518
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Artificial momentum, native contrarian, and transparency in China
Lin, Hung-Wen; Hung, Mao-Wei; Huang, Jing-Bo - In: Computational economics 51 (2018) 2, pp. 263-294
Persistent link: https://www.econbiz.de/10011963668
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Simple market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018
Consider using the simple moving average (MA) rule of Gartley (1935) to determine when to buy stocks, and when to sell them and switch to the risk-free rate. In comparison, how might the performance be affected if the frequency is changed to the use of MA calculations? The empirical results show...
Persistent link: https://www.econbiz.de/10011848115
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Momentum or contrarian trading strategy : which one works better in the Chinese stock market
Yu, Lin; Fung, Hung-gay; Leung, Wai K. - In: International review of economics & finance : IREF 62 (2019), pp. 87-105
Persistent link: https://www.econbiz.de/10012205477
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Performance and informed trading : comparing foreigners, institutions and individuals in an emerging stock market
Agudelo, Diego A.; Byder, James; Yepes-Henao, Paula - In: Journal of international money and finance 90 (2019), pp. 187-203
Persistent link: https://www.econbiz.de/10012133952