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Momentum strategies

Chan, Louis K. C. - 1995

Persistent link: https://www.econbiz.de/10000935825

Momentum strategies

Chan, Louis K. C.; Jegadeesh, Narasimhan; Lakonishok, Josef - 1995

Persistent link: https://www.econbiz.de/10000924877

Momentum Strategies

Chan, Louis K. C. - 1995

We relate the predictability of future returns from past returns to the market's underreaction to information, focusing on past earnings news. Past return and past earnings surprise each predict large drifts in future returns after controlling for the other. There is little evidence of...

Persistent link: https://www.econbiz.de/10012473492

Evolution of price effects after one-day abnormal returns in the US stock market

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012822169

What happens with more funds than stocks? Analysis of crowding in style factors and individual equities

Madhavan, Ananth Narayan; Sobczyk, Aleksander; Ang, Andrew - In: Journal of investment management : JOIM 19 (2021) 2, pp. 4-28

Persistent link: https://www.econbiz.de/10012815028

Price gap anomaly in the US stock market : the whole story

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012654967

The effect of global and regional stock market shocks on safe haven assets

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Structural change and economic dynamics : SC+ED 54 (2020), pp. 297-308

Persistent link: https://www.econbiz.de/10012499705

Active Paris-aligned equity investing

Schwaiger, Katharina; Snow, Jim; Wendt, Viktoria-Sophie; … - In: Climate investing : new strategies and implementation …, (pp. 123-140). 2022

Persistent link: https://www.econbiz.de/10014249468

The role of an aligned investor sentiment index in predicting bond risk premia of the U.S

Çepni, Oğuzhan; Güney, Ethem; Gupta, Rangan; Wohar, … - In: Journal of financial markets 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10013536291