Narrow search
Showing 1 - 10 of 200,350
Cover Image
Quarterly seasonality and momentum strategy implementation
Folkinshteyn, Daniel; Moore, Jordan - In: Review of behavioral finance : RBF 15 (2023) 1, pp. 38-54
Persistent link: https://www.econbiz.de/10013536534
Cover Image
Co-existence of short-term reversals and momentum in the Australian equity market
Chai, Daniel; Do, Binh - In: Australian journal of management 41 (2016) 1, pp. 55-76
Persistent link: https://www.econbiz.de/10011479122
Cover Image
Re-examining differences between momentum and time series momentum among individual stocks
Mu, Yuandong; He, Chaohua - In: Applied economics letters 26 (2019) 18, pp. 1537-1543
Persistent link: https://www.econbiz.de/10012204837
Cover Image
Enhanced momentum strategies
Hanauer, Matthias; Windmüller, Steffen - In: Journal of banking & finance 148 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248250
Cover Image
Why momentum concentrates among overvalued stocks?
Favilukis, Jack; Zhang, Terry - In: Review of finance : journal of the European Finance … 28 (2024) 2, pp. 389-412
Persistent link: https://www.econbiz.de/10014527210
Cover Image
Another look at sources of momentum profits
Chai, Daniel; Chiah, Mardy; Zhong, Angel; Li, Bob - In: International review of economics & finance : IREF 79 (2022), pp. 310-323
Persistent link: https://www.econbiz.de/10013343411
Cover Image
Who trades on momentum?
Baltzer, Markus; Jank, Stephan; Smajlbegovic, Esad - 2015
momentum and contrarian trading of different investor groups. Foreign investors and financial institutions, and especially … mutual funds, are momentum traders, whereas private households are contrarians. Contrarian trading by private households … momentum trading over time, we document substantial increase in sales of loser stocks by foreign and institutional investors …
Persistent link: https://www.econbiz.de/10010467770
Cover Image
Who trades on momentum?
Baltzer, Markus; Jank, Stephan; Smajlbegovic, Esad - 2014
momentum and contrarian trading of different investor groups. Foreign investors and financial institutions, and especially … mutual funds, are momentum traders, whereas private households are contrarians. Contrarian trading by private households … momentum trading over time, we document substantial increase in sales of loser stocks by foreign and institutional investors …
Persistent link: https://www.econbiz.de/10010471006
Cover Image
A comprehensive investigation into style momentum strategies in China
Su, Chen - In: Financial markets and portfolio management 35 (2021) 1, pp. 101-144
Persistent link: https://www.econbiz.de/10012495904
Cover Image
Institutional investors and equity prices : information, behavioral bias and arbitrage
Han, Bing; Kong, Dongmin - 2017
This paper investigates how institutional investors matter for asset pricing by using daily institutional trading data and a natural experiment, the split–share structure reform in China. This reform required all listed companies to convert their non-tradable shares to tradable shares after...
Persistent link: https://www.econbiz.de/10011646414