Search Results - subject:"momentum trading"

Herding, Heterogeneity, and Momentum Trading of Institutional Investors Across Asset Classes

Ben-Horin, Moshe; Kedar-Levy, Haim; Schreiber, Ben Z. - In: Journal of Reviews on Global Economics 2 (2013), pp. 455-466

This paper examines herding, heterogeneity, and momentum trading of institutional investors in Israel across a broad …, and momentum trading of institutional investors in five asset classes. We find that during the sample period (1/2002 – 12 …/2011) large investors tended to herd more than medium and small-size investors. In contrast, small investors used momentum trading …

Persistent link: https://www.econbiz.de/10010723501

Investigating the Effect of Momentum Strategies on Investment Success in the Iran Stock Market

Emadzade, Mohammad Kazem; Hosseini, Amir Hossein; … - In: International Journal of Academic Research in … 3 (2013) 1, pp. 149-157

One of the most challenging observations in the capital market is that in contrary to the work market hypothesis, the regular portfolio’s returns shows specific behaviors in different time periods and therefore it’s possible to acquire higher returns than the market by following the...

Persistent link: https://www.econbiz.de/10010706283

Stock return anomalies from ending-digit effects around the world

Chen, Tao - In: Global economic review 46 (2017) 4, pp. 464-494

Persistent link: https://www.econbiz.de/10011889146

Causes and impacts of foreign and domestic institutional investors' herding in the Taiwan stock market

Fang, Hao; Lu, Yang-cheng; Yau, Hwey-Yun; Lee, Yen-Hsien - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 727-745

Persistent link: https://www.econbiz.de/10011764539

Can profitability through momentum strategies be enhanced applying a range to standard deviation filter?

Mitra, Subrata Kumar; Bawa, Jaslene Kaur; Kannadhasan, M.; … - In: Finance research letters 20 (2017), pp. 269-273

Persistent link: https://www.econbiz.de/10011806945

Does time-varying residual conditional heteroscedasticity in index returns affect trading behaviour of institutional investors in Indian Stock Market?

Malhotra, Amarjeet Kaur; Chauhan, Ajay Kumar - In: International journal of accounting and finance 7 (2017) 2, pp. 127-140

Persistent link: https://www.econbiz.de/10011803634

Empirical essays on cross-sectional asset pricing and institutional investors

Smajlbegovic, Esad - 2016

Persistent link: https://www.econbiz.de/10011525433

Efekt zakotwiczenia oraz efekt kontynuacji stóp zwrotu : empiryczna próba identyfikacji czynników determinujących decyzje inwestycyjne państwowych funduszy majątkowych

Urban, Dariusz - In: Annales Universitatis Mariae Curie-Skłodowska 50 (2016) 4, pp. 533-542

Persistent link: https://www.econbiz.de/10011711260

Are momentum traders different? Implications for the momentum puzzle

Menkhoff, Lukas - 2010

the risk of momentum trading on short-term horizons and that the short-term oriented momentum traders are not in a …

Persistent link: https://www.econbiz.de/10010270394

Are Momentum Traders Different? Implications for the Momentum Puzzle

Menkhoff, Lukas - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2010

the risk of momentum trading on short-term horizons and that the short-term oriented momentum traders are not in a …

Persistent link: https://www.econbiz.de/10008465056