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Revisiting disposition effect and momentum : a quantile regression perspective

Ahmed, Mohamed Shaker; Doukas, John A. - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 1087-1128

Persistent link: https://www.econbiz.de/10012498621

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Overselling winners and losers : how mutual fund managers' trading behavior affects asset prices

An, Li; Argyle, Bronson - In: Journal of financial markets 55 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10014543783

The momentum and reversal effects of investor sentiment on stock prices

Li, Jinfang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012665098

Tests of alternative asset pricing models using individual security returns and a new multivariate F-test

Rahman, Shafiqur; Schneider, Matthew J. - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950001-1-1950001-34

Persistent link: https://www.econbiz.de/10012156138

Another look at sources of momentum profits

Chai, Daniel; Chiah, Mardy; Zhong, Angel; Li, Bob - In: International review of economics & finance : IREF 79 (2022), pp. 310-323

Persistent link: https://www.econbiz.de/10013343411

Behavioral preferences and beliefs in asset pricing

Gertsman, Gleb - 2023

Persistent link: https://www.econbiz.de/10014285188

Market volatility, momentum, and reversal : a switching strategy

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 460-478

Persistent link: https://www.econbiz.de/10015192322

Momentum is really short-term momentum

Gong, Qiang; Liu, Ming; Liu, Qianqiu - In: Journal of banking & finance 50 (2015), pp. 169-182

Persistent link: https://www.econbiz.de/10010509594

Momentum and the Halloween Indicator : evidence of a new seasonal pattern in momentum returns

Bhootra, Ajay - In: Finance research letters 31 (2019), pp. 26-31

Persistent link: https://www.econbiz.de/10012420974

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