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  • Search: subject:"Momentum"
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Year of publication
Subject
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Kapitaleinkommen 875 Capital income 872 Portfolio-Management 820 Portfolio selection 814 Anlageverhalten 653 Behavioural finance 649 Börsenkurs 528 Share price 522 Momentum 517 Stock market 348 Aktienmarkt 345 momentum 318 CAPM 273 Theorie 254 Theory 250 Volatility 215 Volatilität 213 Forecasting model 183 Prognoseverfahren 183 Schätzung 177 Wertpapierhandel 177 Estimation 173 Securities trading 173 Capital market returns 152 Kapitalmarktrendite 152 Welt 145 World 143 Time series analysis 119 Zeitreihenanalyse 116 Finanzanalyse 105 China 103 Financial analysis 103 Momentenmethode 93 Method of moments 92 Efficient market hypothesis 88 Effizienzmarkthypothese 84 Risikoprämie 76 Risk premium 76 Asset pricing 72 Risk 69
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Online availability
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Undetermined 1,031 Free 540 CC license 46
Type of publication
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Article 1,504 Book / Working Paper 384 Other 3
Type of publication (narrower categories)
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Article in journal 1,067 Aufsatz in Zeitschrift 1,067 Working Paper 195 Graue Literatur 137 Non-commercial literature 137 Arbeitspapier 131 Article 47 research-article 44 Hochschulschrift 11 Aufsatz im Buch 10 Book section 10 Thesis 7 Conference paper 5 Konferenzbeitrag 5 Collection of articles written by one author 3 Sammlung 3 Aufsatzsammlung 1 Collection of articles of several authors 1 Research Report 1 Sammelwerk 1 non-article 1 review-article 1
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Language
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English 1,415 Undetermined 460 German 6 Spanish 5 Portuguese 2 Polish 1 Russian 1 Turkish 1
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Author
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Zaremba, Adam 30 Plastun, Alex 21 Grobys, Klaus 18 Menkhoff, Lukas 16 Caporale, Guglielmo Maria 14 Seaton, James 14 Smith, Peter N. 14 Thomas, Stephen 14 Li, Kai 13 Schrimpf, Andreas 13 Schmeling, Maik 12 Sehgal, Sanjay 12 Ko, Kuan-Cheng 11 Cakici, Nusret 10 Li, Youwei 9 Yang, Nien-Tzu 9 Bottazzi, Giulio 8 Chen, Hong-Yi 8 Giachini, Daniele 8 He, Xue-Zhong 8 He, Xue-zhong 8 Martens, Martin 8 Schulmeister, Stephan 8 Smajlbegovic, Esad 8 Baltzer, Markus 7 Butt, Hilal Anwar 7 Cheema, Muhammad A. 7 Chiarella, Carl 7 Clare, Andrew 7 Clare, Andrew D. 7 Dash, Saumya Ranjan 7 Drew, Michael E. 7 Du, Ding 7 Fu, Hsiao-Peng 7 Galvani, Valentina 7 Hanauer, Matthias 7 Jank, Stephan 7 Mahakud, Jitendra 7 Narayan, Paresh Kumar 7 Nartea, Gilbert V. 7
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Institution
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C.E.P.R. Discussion Papers 14 Finance Discipline Group, Business School 8 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 5 School of Management, Yale University 5 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 5 Department of Economics and Related Studies, University of York 4 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 4 HAL 4 Tinbergen Instituut 4 Université Paris-Dauphine (Paris IX) 4 CESifo 3 Rimini Centre for Economic Analysis (RCEA) 3 Österreichisches Institut für Wirtschaftsforschung (WIFO) 3 Bank for International Settlements (BIS) 2 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Crawford School of Public Policy, Australian National University 2 Department of Accounting, Finance and Economics, Griffith Business School 2 Deutsche Bundesbank 2 EconWPA 2 Economic Science Institute (ESI), Argyros School of Business and Economics 2 Economics Department, Ben Gurion University of the Negev 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Henley Business School, University of Reading 2 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 2 Mathematica Policy Research 2 National Centre for Econometric Research (NCER) 2 Schweizerische Nationalbank (SNB) 2 Society for Computational Economics - SCE 2 Tilburg University, Center for Economic Research 2 Tinbergen Institute 2 Turun Kauppakorkeakoulu, Turun Yliopisto 2 Universität Mannheim 2 Université Paris-Dauphine 2 Agricultural and Applied Economics Association - AAEA 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1
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Published in...
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Pacific-Basin finance journal 45 Finance research letters 44 Journal of banking & finance 37 Journal of financial economics 33 International review of financial analysis 32 Journal of empirical finance 27 Physica A: Statistical Mechanics and its Applications 22 Financial markets and portfolio management 21 Review of quantitative finance and accounting 21 The North American journal of economics and finance : a journal of financial economics studies 21 Applied economics 19 Managerial Finance 19 Journal of Banking & Finance 17 Renewable Energy 17 Economic modelling 16 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 16 Research in international business and finance 16 Journal of financial markets 15 Applied economics letters 14 CEPR Discussion Papers 14 International review of economics & finance : IREF 14 Investment management and financial innovations 14 Journal of international financial markets, institutions & money 14 The journal of asset management 14 Emerging Markets Finance and Trade 13 Management science : journal of the Institute for Operations Research and the Management Sciences 13 The European journal of finance 12 Economics letters 11 Journal of Financial Economics 11 WIFO Monatsberichte (monthly reports) 11 Financial Markets and Portfolio Management 10 International journal of financial research 10 Journal of investment management : JOIM 10 Quantitative finance 10 Research paper series / Swiss Finance Institute 10 Emerging markets review 9 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 9 Journal of Empirical Finance 9 Journal of economic behavior & organization : JEBO 9 Review of Accounting and Finance 9
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Source
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ECONIS (ZBW) 1,223 RePEc 498 EconStor 112 Other ZBW resources 46 BASE 12
Showing 1 - 10 of 1,891
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Constant leverage covering strategy for equity momentum portfolio with transaction costs
Negrete, Mario Enrique - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-25
The Constant Leverage covering strategy for the equity momentum portfolio (CLvg) developed in this project cannot mask … better than the momentum portfolio. This approach is different from other covering strategies available in the literature … that focus on increasing the right tail of the momentum returns distribution at a faster rate than they increase the left …
Persistent link: https://www.econbiz.de/10014636284
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Momentum: what do we know 30 years after Jegadeesh and Titman's seminal paper?
Wiest, Tobias - In: Financial markets and portfolio management 37 (2023) 1, pp. 95-114
Persistent link: https://www.econbiz.de/10014252609
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Improving momentum returns using generalized linear models
Zeng, Hui; Marshall, Ben R.; Nguyen, Nhut; … - In: International review of finance : the official journal … 25 (2025) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10015374825
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Firm-specific versus systematic momentum
Graef, Frank; Hoechle, Daniel; Schmid, Markus M. - In: Finance research letters 76 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015410504
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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
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Temporal dynamics in acquisition behavior : the effects of activity load on strategic momentum
Keil, Thomas; Deutsch, Yuval; Laamanen, Tomi; Maula, Markku - In: Journal of management studies : JMS 60 (2023) 1, pp. 38-81
Persistent link: https://www.econbiz.de/10013478886
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Free cash flows and price momentum
Fu, Jiajia; Xu, Fangming; Zeng, Cheng; Zheng, Liyi - In: Journal of accounting, auditing & finance : JAAF 39 (2024) 3, pp. 726-753
Persistent link: https://www.econbiz.de/10014584638
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Smoothing out momentum and reversal
Chitsiripanich, Soros; Paolella, Marc S.; Polak, Pawel; … - 2024
Persistent link: https://www.econbiz.de/10015110735
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A four-factor model based on factor momentum
Cui, Mengqi; Li, Daye - In: Pacific-Basin finance journal 87 (2024), pp. 1-35
Persistent link: https://www.econbiz.de/10015098465
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Hidden neighbours : extracting industry momentum from stock networks
Ahn, Joon Chul James; Gorduza, Dragos; Park, Seonho - In: Financial markets and portfolio management 38 (2024) 4, pp. 415-441
Persistent link: https://www.econbiz.de/10015186354
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