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1
Factor momentum
Arnott, Robert D.
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
Saved in:
2
Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets
Pätäri, Eero
;
Ahmed, Sheraz
;
Luukka, Pasi
;
Yeomans, …
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014309932
Saved in:
3
Buy-side competition and momentum profits
Hoberg, Gerard
;
Kumar, Nitin
;
Prabhala, Nagpurnanand R.
- In:
The review of financial studies
35
(
2022
)
1
,
pp. 254-298
Persistent link: https://www.econbiz.de/10012799361
Saved in:
4
When does slower order execution occur? : evidence from U.S. equity investors
Garvey, Ryan
;
Qin, Yaohua
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 130-137
Persistent link: https://www.econbiz.de/10013171017
Saved in:
5
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
6
Financial statement timeliness and bond-price dispersion in the municipal market
Abbas, Yulianti
- In:
Public budgeting & finance
42
(
2022
)
1
,
pp. 66-97
Persistent link: https://www.econbiz.de/10013187535
Saved in:
7
Biased by choice : how financial constraints can reduce financial mistakes
Heimer, Rawley Z.
;
Imas, Alex
- In:
The review of financial studies
35
(
2022
)
4
,
pp. 1643-1681
Persistent link: https://www.econbiz.de/10013188915
Saved in:
8
A model of two days : discrete news and asset prices
Wachter, Jessica
;
Zhu, Yicheng
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2246-2307
Persistent link: https://www.econbiz.de/10013188957
Saved in:
9
Preopening price indications and market quality : evidence from NYSE Rule 48
Chung, Kee H.
;
Chuwonganant, Chairat
;
Kim, Youngsoo
- In:
The journal of financial research : the journal of the …
45
(
2022
)
2
,
pp. 205-228
Persistent link: https://www.econbiz.de/10013347478
Saved in:
10
Insider trading and the algorithmic trading environment
Chang, Millicent
;
Gould, John
;
Huang, Yuyun
;
Sirimon …
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 725-750
Persistent link: https://www.econbiz.de/10013472711
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