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Hazard stocks and expected returns
DeLisle, R. Jared, (2021)
When is a MAX not the MAX? : how news resolves information uncertainty
Tao, Ran, (2020)
How does economic policy uncertainty affect momentum returns? : evidence from China
Zhao, Peizhi, (2022)
Momentum returns, market states, and financial crisis : evidence from China and Hong Kong
Cheema, Muhammad A., (2017)
Investor sentiment dynamics, the cross-section of stock returns and the MAX effect
Cross-sectional and time-series momentum returns and market dynamics : are Islamic stocks different?