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Seasonality and momentum acros...
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Showing
1
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10
of
325,891
Sort
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date (newest first)
date (oldest first)
1
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
Saved in:
2
Exploring price gap anomaly in the Ukrainian stock market
Plastun, Alex
;
Makarenko, Inna
;
Khomutenko, Lyudmila
; …
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 150-158
Persistent link: https://www.econbiz.de/10012122156
Saved in:
3
The impact of elasticity on disposition effect driven
momentum
, substitutability, size, and January
seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
Saved in:
4
Combining
momentum
with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
5
Momentum
is really short-term
momentum
Gong, Qiang
;
Liu, Ming
;
Liu, Qianqiu
- In:
Journal of banking & finance
50
(
2015
),
pp. 169-182
Persistent link: https://www.econbiz.de/10010509594
Saved in:
6
Day-of-the-week effect in anomaly returns : international evidence
Chiah, Mardy
;
Zhong, Angel
- In:
Economics letters
182
(
2019
),
pp. 90-92
Persistent link: https://www.econbiz.de/10012122438
Saved in:
7
Size matters : tail risk,
momentum
and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531062
Saved in:
8
Avoiding
momentum
crashes : dynamic
momentum
and contrarian trading
Dobrynskaja, V. V.
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012263335
Saved in:
9
Separating
momentum
from reversal in international stock markets
Walkshäusl, Christian
;
Weißofner, Florian
;
Wessels, Ulrich
- In:
The journal of asset management
20
(
2019
)
2
,
pp. 111-123
Persistent link: https://www.econbiz.de/10012059768
Saved in:
10
Enhanced
momentum
strategies
Hanauer, Matthias
;
Windmüller, Steffen
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248250
Saved in:
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