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Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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2
Returns to contrarian investment strategies : tests of naive expectations hypotheses
Dechow, Patricia M.
- In:
Journal of financial economics
43
(
1997
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10001213781
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3
Closed-end fund premia and returns : implications for financial market equilibrium
Pontiff, Jeffrey
- In:
Journal of financial economics
37
(
1995
)
3
,
pp. 341-370
Persistent link: https://www.econbiz.de/10001174145
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4
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
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5
Artificial momentum, native contrarian, and transparency in China
Lin, Hung-Wen
;
Hung, Mao-Wei
;
Huang, Jing-Bo
- In:
Computational economics
51
(
2018
)
2
,
pp. 263-294
Persistent link: https://www.econbiz.de/10011963668
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6
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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The efficient frontier for weakly correlated assets
Best, Michael J.
;
Zhang, Xiliang
- In:
Computational economics
40
(
2012
)
4
,
pp. 355-375
Persistent link: https://www.econbiz.de/10009692020
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8
Earnings and price momentun
Chordia, Tarun
;
Shivakumar, Lakshmanan
- In:
Journal of financial economics
80
(
2006
)
3
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331363
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9
More informative disclosures, less informative prices? : portfolio and price formation around quarter-ends
Gormley, Todd A.
;
Kaplan, Zachary
;
Verma, Aadhaar
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 665-688
Persistent link: https://www.econbiz.de/10013482337
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10
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
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