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Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2006 - 1. issued as an Oxford pbk.

Persistent link: https://www.econbiz.de/10003982793

Forward discount bias : is it near-rationality in the foreign exchange market?

Gruen, David W. R. - In: The economic record : er 71 (1995) 213, pp. 157-166

Persistent link: https://www.econbiz.de/10001186623

Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2004

Persistent link: https://www.econbiz.de/10001783632

Essays in financial economics

Greenwood, Robin - 2002

Persistent link: https://www.econbiz.de/10003779960

Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets

Pätäri, Eero; Ahmed, Sheraz; Luukka, Pasi; Yeomans, … - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014309932

Portfolio return autocorrelation

Mech, Timothy S. - In: Journal of financial economics 34 (1993) 3, pp. 307-344

Persistent link: https://www.econbiz.de/10001153611

Profitability of short-term contrarian strategies : implications for market efficiency

Conrad, Jennifer S. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 379-386

Persistent link: https://www.econbiz.de/10001222707

Feasible earnings momentum in the U.S. stock market : an investor's perspective

Krauss, Christopher; Beerstecher, Daniel; Krüger, Tom - 2015

wide spectrum of systematic sources of risk and feasible in light of market frictions, such as trading costs, liquidity ….0 percent, equally robust to systematic sources of risk and market frictions. We conclude that earnings momentum strategies are …

Persistent link: https://www.econbiz.de/10011346692

Are momentum profits robust to trading costs?

Korajczyk, Robert A.; Sadka, Ronnie - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1039-1082

Persistent link: https://www.econbiz.de/10002094331

Essays on stock momentum and asset liquidity

Sadka, Ronnie - 2003

Persistent link: https://www.econbiz.de/10003624563