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Measuring the effects of geographical distance on stock market correlation

Eckel, Stefanie Martina; Löffler, Gunter; Maurer, Alina; … - In: Journal of empirical finance 18 (2011) 2, pp. 237-247

Persistent link: https://www.econbiz.de/10009301123

Momentum trading, mean reversal and overreaction in Chinese stock market

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

Persistent link: https://www.econbiz.de/10009301286

The state of the market and the contrarian strategy : evidence from China's stock market

Chen, Qiwei; Jiang, Ying; Li, Yuan - In: Journal of Chinese economic and business studies 10 (2012) 1, pp. 89-108

Persistent link: https://www.econbiz.de/10009510018

Disposition effect among contrarian and momentum investors

Kubińska, Elżbieta; Markiewicz, Łukasz; Tyszka, Tadeusz - In: The journal of behavioral finance : a publication of … 13 (2012) 3, pp. 214-225

Persistent link: https://www.econbiz.de/10009673074

Empirical essays on the stock market impact of limited investor attention

Jacobs, Heiko - 2011

Persistent link: https://www.econbiz.de/10009541595

Testing the profitablitiy of a volume-augmented momentum strategy in the Phillipines equity market

Shawn, Lim Kai Jie; Dawai, Darius Lim; Weijie, Mak; … - In: Journal of applied finance & banking 3 (2013) 1, pp. 1-12

This study contributes new empirical evidence on the profitability of a momentum strategy in the Philippines equity market. The study was conducted over the time period January 2000 to June 2012. We evaluated a momentum strategy based only on past return information as well as a strategy that...

Persistent link: https://www.econbiz.de/10009741262