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Contrarians, extrapolators, and stock market momentum and reversal

Atmaz, Adem; Gulen, Huseyin; Cassella, Stefano; Ruan, … - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5949-5984

Persistent link: https://www.econbiz.de/10015137979

The disposition effect : explanations, experimental evidence, and implications for asset pricing

Zuchel, Heiko (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001698292

The disposition effect and momentum

Zuchel, Heiko - 2001

Persistent link: https://www.econbiz.de/10013443064

Learning from prices and the dispersion in beliefs

Banerjee, Snehal - In: The review of financial studies 24 (2011) 9, pp. 3025-3068

Persistent link: https://www.econbiz.de/10009373070

Information and opinions in financial markets

Banerjee, Snehal - 2007

Persistent link: https://www.econbiz.de/10009691380

Memory-enhanced momentum in commodity futures markets

Mehlitz, Julia S.; Auer, Benjamin R. - In: The European journal of finance 30 (2024) 8, pp. 773-802

Persistent link: https://www.econbiz.de/10014547998

Industry momentum effect and autocorrelation : evidence from Taiwan

Fu, Ying-Fen; Kang, Hsin-Hong - In: Investment management and financial innovations 6 (2009) 2, pp. 22-31

Persistent link: https://www.econbiz.de/10003918212

Cross-stock momentum and factor momentum

Yan, Jingda; Yu, Jialin - In: Journal of financial economics 150 (2023) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10014462602

Can factor momentum beat momentum factor? : evidence from China

Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12

While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...

Persistent link: https://www.econbiz.de/10014530711

Essays on individual risk-taking behavior and social security reform

Ranguelova, Elena - 2001

Persistent link: https://www.econbiz.de/10001717973