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The post-cost profitability of momentum trading strategies : further evidence from the UK
Agyei-Ampomah, Sam - In: European financial management : the journal of the … 13 (2007) 4, pp. 776-802
Persistent link: https://www.econbiz.de/10003534160
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Are pairs trading profits robust to trading costs?
Do, Binh; Faff, Robert W. - In: The journal of financial research 35 (2012) 2, pp. 261-287
Persistent link: https://www.econbiz.de/10009575914
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Three essays in dynamic portfolio choice
Tan, Sinan - 2006
Persistent link: https://www.econbiz.de/10009374264
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Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.; Tan, Sinan - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
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Momentum has its moments
Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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Can exchange traded funds be used to exploit industry and country momentum?
Andreu, Laura; Swinkels, Laurens; Tjong-A-Tjoe, Liam - In: Financial markets and portfolio management 27 (2013) 2, pp. 127-148
Persistent link: https://www.econbiz.de/10009754542
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Predictive ability and profitability of simple technical trading rules : recent evidence from Southeast Asian stock markets
Yu, Hao; Nartea, Gilbert V.; Gan, Christopher; Yao, Lee Jian - In: International review of economics & finance : IREF 25 (2013), pp. 356-371
Persistent link: https://www.econbiz.de/10009693288
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The relevance of information and trading costs in explaining momentum profits : evidence from optioned and non-optioned stocks
Badreddine, Sina; Galariotis, Emilios C. - In: Journal of international financial markets, … 22 (2012) 3, pp. 589-608
Persistent link: https://www.econbiz.de/10009623543
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Shedding light on "invisible" costs : trading costs and mutual fund performance
Edelen, Roger M.; Evans, Richard; Kadlec, Gregory B. - In: Financial analysts' journal : FAJ 69 (2013) 1, pp. 33-44
Persistent link: https://www.econbiz.de/10009711702
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385