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On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
Bhootra, Ajay; Hur, Jungshik - In: Journal of banking & finance 36 (2012) 5, pp. 1266-1275
Persistent link: https://www.econbiz.de/10009614548
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Does long-term disequilibrium in stock price predict future returns?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 753-767
Persistent link: https://www.econbiz.de/10010246376
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Reexamining momentum profits : underreaction or overreaction to firm-specific information?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 261-289
Persistent link: https://www.econbiz.de/10011588318