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Disposition Matters : Volume, Volatility and Price Impact of a Behavioral Bias
Massa, Massimo, (2021)
Market volatility, momentum, and reversal : a switching strategy
Butt, Hilal Anwar, (2024)
Risk and return of a trend-chasing application in financial markets: an empirical test
Ilomäki, Jukka, (2018)
Daily momentum and contrarian behavior of index fund investors
Goetzmann, William N., (2000)
Behavioral factors in mutual fund flows