Works matching DE "MOMENTUM investing"

Results: 79

Risk-managed industry momentum and momentum crashes.

Published in:

Quantitative Finance, 2018, v. 18, n. 10, p. 1715, doi. 10.1080/14697688.2017.1420211

By:

Grobys, Klaus;
Ruotsalainen, Joni;
Äijö, Janne

Publication type:

Article

Option prices and stock market momentum: evidence from China.

Published in:

Quantitative Finance, 2018, v. 18, n. 9, p. 1517, doi. 10.1080/14697688.2018.1444461

By:

Li, Jianping;
Yao, Yanzhen;
Chen, Yibing;
Lee, Cheng-Few

Publication type:

Article

Trend momentum.

Published in:

Quantitative Finance, 2015, v. 15, n. 2, p. 261, doi. 10.1080/14697688.2014.941912

By:

Berghorn, Wilhelm

Publication type:

Article

Active momentum trading versus passive ‘ naive diversification’.

Published in:

Quantitative Finance, 2013, v. 13, n. 5, p. 655, doi. 10.1080/14697688.2013.766760

By:

N. BANERJEE, ANURAG;
D. HUNG, CHI-HSIOU

Publication type:

Article

Does volatility scaling improve the performance of momentum strategies in the Pakistan Stock Exchange?

Published in:

IBA Business Review, 2017, v. 12, n. 1, p. 1, doi. 10.54784/1990-6587.1046

By:

Sadaqat, Mohsin;
Butt, Hilal Anwar

Publication type:

Article

Is Japan Different? Evidence on Momentum and Market Dynamics.

Published in:

International Review of Finance, 2014, v. 14, n. 1, p. 141, doi. 10.1111/irfi.12024

By:

Hanauer, Matthias

Publication type:

Article

Does Momentum Still Exist in the Australian Stock-Market?

Published in:

International Journal of Business & Economics, 2012, v. 11, n. 1, p. 89

By:

Nandha, Imroze;
Singh, Harminder;
Silvers, Randy

Publication type:

Article

Momentum and Risk Adjustment.

Published in:

Journal of Alternative Investments, 2015, v. 18, n. 2, p. 91, doi. 10.3905/jai.2015.18.2.091

By:

DUDLER, MARTIN;
GMÜR, BRUNO;
MALAMUD, SEMYON

Publication type:

Article

The Cross-Section of Expected Stock Returns in Brazil.

Published in:

2016

By:

Varga, Gyorgy;
Brito, Ricardo D.

Publication type:

Abstract

The 52-Week High and Momentum Investing: Implications for Asset Pricing Models.

Published in:

Annals of Economics & Finance, 2017, v. 18, n. 2, p. 349

By:

Lobão, Júlio;
Fernandes, João Meira

Publication type:

Article

Real Estate Mutual Funds: Herding, Momentum Trading and Performance.

Published in:

Real Estate Economics, 2014, v. 42, n. 1, p. 190, doi. 10.1111/1540-6229.12024

By:

Ro, SeungHan;
Gallimore, Paul

Publication type:

Article

DISCUSSION ON SOME OF THE STATISTICAL PROPERTIES OF MOMENTUM RETURNS SERIES AT THE NEW YORK STOCK EXCHANGE.

Published in:

Scientific WORKS of the Union of Scientists in Bulgaria - Plovdiv. Series A. Social Sciences, Art & Culture, 2019, n. 5, p. 129

By:

Bogdanova, Boryana;
Nedev, Bozhidar;
Kosekova, Kamelia;
Popova, Ana

Publication type:

Article

Taming momentum crashes through triple momentum investing.

Published in:

Journal of Public Affairs (14723891), 2022, v. 22, n. 3, p. 1, doi. 10.1002/pa.2525

By:

Singh, Simarjeet;
Walia, Nidhi;
Jain, Jinesh;
Garg, Aashish

Publication type:

Article

Momentum and Reversal: Does What Goes Up Always Come Down?

Published in:

Review of Finance, 2017, v. 21, n. 2, p. 555, doi. 10.1093/rof/rfw006

By:

Conrad, Jennifer;
Yavu, M. Deniz

Publication type:

Article

An automated adaptive trading system for enhanced performance of emerging market portfolios.

Published in:

Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-025-00754-3

By:

Tudor, Cristiana;
Sova, Robert

Publication type:

Article

Co-existence of short-term reversals and momentum in the Australian equity market.

Published in:

Australian Journal of Management (Sage Publications Ltd.), 2016, v. 41, n. 1, p. 55, doi. 10.1177/0312896214535789

By:

Chai, Daniel;
Do, Binh

Publication type:

Article

Concurrent momentum and contrarian strategies in the Australian stock market.

Published in:

Australian Journal of Management (Sage Publications Ltd.), 2016, v. 41, n. 1, p. 77, doi. 10.1177/0312896214534864

By:

Doan, Minh Phuong;
Alexeev, Vitali;
Brooks, Robert

Publication type:

Article

Strategies Based on Momentum and Term Structure in Financialized Commodity Markets.

Published in:

Business & Economics Research Journal, 2016, v. 7, n. 1, p. 31, doi. 10.20409/berj.2016116803

By:

Zaremba, Adam

Publication type:

Article

MOMENTUM LIQUIDATION UNDER PARTIAU INFORMATION.

Published in:

Journal of Applied Probability, 2016, v. 53, n. 2, p. 341, doi. 10.1017/jpr.2016.4

By:

EKSTRÖM, ERIK;
VANNESTÅL, MARTIN

Publication type:

Article

Intertemporal CAPM with Conditioning Variables.

Published in:

Management Science, 2013, v. 59, n. 1, p. 122, doi. 10.1287/mnsc.1120.1557

By:

Maio, Paulo

Publication type:

Article

International Diversification with Factor Funds.

Published in:

Management Science, 2010, v. 56, n. 9, p. 1500, doi. 10.1287/mnsc.1100.1191

By:

Eun, Cheol S.;
Lai, Sandy;
de Roon, Frans A.;
Zhang, Zhe

Publication type:

Article

Using a Z-score Approach to Combine Value and Momentum in Tactical Asset Allocation.

Published in:

Journal of Wealth Management, 2012, v. 15, n. 1, p. 52, doi. 10.3905/jwm.2012.15.1.052

By:

Wang, Peng;
Kochard, Larry

Publication type:

Article

Can Liquidity and Investor Sentiment Factors Help Momentum Profits?

Published in:

Journal of Accounting, Finance & Management Strategy, 2018, v. 13, n. 2, p. 117

By:

Chia-Hsien Tang;
Yun-Chun Huang;
Shein-Yung Cheng;
Yen-Hsien Lee

Publication type:

Article

Persistency of the momentum effect.

Published in:

European Financial Management, 2018, v. 24, n. 5, p. 856, doi. 10.1111/eufm.12140

By:

Chen, Hong‐Yi;
Chou, Pin‐Huang;
Hsieh, Chia‐Hsun

Publication type:

Article

The mixed vs the integrated approach to style investing: Much ado about nothing?

Published in:

European Financial Management, 2018, v. 24, n. 5, p. 829, doi. 10.1111/eufm.12139

By:

Leippold, Markus;
Rueegg, Roger

Publication type:

Article

Implications from Biased Probability Judgments for International Disparities in Momentum Returns.

Published in:

Journal of Behavioral Finance, 2017, v. 18, n. 2, p. 143, doi. 10.1080/15427560.2017.1308937

By:

Duttle, Kai;
Inukai, Keigo

Publication type:

Article

Stock Selection Modeling and Portfolio Selection in Emerging Markets.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 8, p. 86, doi. 10.3905/jpm.2022.1.375

By:

Guerard Jr, John B.;
Gillam, Robert A.;
Beheshti, Bijan

Publication type:

Article

Momentum and Downside Risk in Emerging Markets.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 8, p. 44, doi. 10.3905/jpm.2022.1.369

By:

Atilgan, Yigit;
Demirtas, K. Ozgur;
Gunaydin, A. Doruk;
Kirli, Imra

Publication type:

Article

Fact, Fiction, and Value Investing.

Published in:

Journal of Portfolio Management, 2015, v. 42, n. 1, p. 34, doi. 10.3905/jpm.2015.42.1.034

By:

ASNESS, CLIFFORD;
FRAZZINI, ANDREA;
ISRAEL, RONEN;
MOSKOWITZ, TOBIAS

Publication type:

Article

Fact, Fiction, and Momentum Investing.

Published in:

2015

By:

Goyal, Gauri

Publication type:

Interview

Short Term Momentum Profits And Risk Factors: An Evidence For Indian Stock Market.

Published in:

Journal of Contemporary Research in Management, 2015, v. 10, n. 2, p. 67

By:

Balakrishnan, A.

Publication type:

Article

Are Indian Investors Return Chasers? An Anatomy of their Trading Behavior.

Published in:

International Journal of Financial Management, 2016, v. 6, n. 3, p. 32, doi. 10.21863/ijfm/2016.6.3.035

By:

Bernard, Martin;
Deo, Malabika

Publication type:

Article

Cross-sectional and time-series momentum returns: are Islamic stocks different?

Published in:

Applied Economics, 2018, v. 50, n. 54, p. 5830, doi. 10.1080/00036846.2018.1488068

By:

Cheema, Muhammad A.;
Nartea, Gilbert V.

Publication type:

Article

PROFITABILITY OF PRICE, EARNINGS AND REVENUE MOMENTUM STRATEGIES: THE INDIAN EVIDENCE.

Published in:

Asian Academy of Management Journal of Accounting & Finance, 2015, v. 11, n. 1, p. 47

By:

Sehgal, Sanjay;
Jain, Kanu

Publication type:

Article

MOMENTUM EFFECT AND MARKET STATES: EMERGING MARKET EVIDENCE.

Published in:

E+M Economics & Management / E+M Ekonomie a Management, 2012, v. 2012, n. 2, p. 115

By:

Pathirawasam, Chandrapala;
Krai, Milos

Publication type:

Article

Comomentum: Inferring Arbitrage Activity from Return Correlations.

Published in:

Review of Financial Studies, 2022, v. 35, n. 7, p. 3272, doi. 10.1093/rfs/hhab117

By:

Lou, Dong;
Polk, Christopher

Publication type:

Article

Momentum Gap and Return Predictability.

Published in:

Review of Financial Studies, 2022, v. 35, n. 7, p. 3303, doi. 10.1093/rfs/hhab093

By:

Huang, Simon

Publication type:

Article

Short-term Momentum.

Published in:

Review of Financial Studies, 2022, v. 35, n. 3, p. 1480, doi. 10.1093/rfs/hhab055

By:

Medhat, Mamdouh;
Schmeling, Maik

Publication type:

Article

Confusion of Confusions: A Test of the Disposition Effect and Momentum.

Published in:

Review of Financial Studies, 2015, v. 28, n. 7, p. 1849, doi. 10.1093/rfs/hhv007

By:

Birru, Justin

Publication type:

Article

Frog in the Pan: Continuous Information and Momentum.

Published in:

Review of Financial Studies, 2014, v. 27, n. 7, p. 2171, doi. 10.1093/rfs/hhu003

By:

Da, Zhi;
Gurun, Umit G.;
Warachka, Mitch

Publication type:

Article

Momentum in Corporate Bond Returns.

Published in:

Review of Financial Studies, 2013, v. 26, n. 7, p. 1649, doi. 10.1093/rfs/hht022

By:

Jostova, Gergana;
Nikolova, Stanislava;
Philipov, Alexander;
Stahel, Christof W.

Publication type:

Article

Performance measurement models and their influence on net fundraising of investment funds.

Published in:

Revista Contabilidade & Finanças - USP, 2018, v. 29, n. 78, p. 435, doi. 10.1590/1808-057x201805330

By:

Fernandes, Anderson Rocha de J.;
Evangelista Fonseca, Simone;
Aldo Iquiapaza, Robert

Publication type:

Article

Does the Momentum Strategy Work at the Industry Level? Evidence from the Chinese Stock Market.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 5, p. 1072, doi. 10.1080/1540496X.2016.1264248

By:

Gong, Yujing

Publication type:

Article

Holding momentum on the Johannesburg Stock Exchange.

Published in:

International Journal of Research in Business & Social Science, 2025, v. 14, n. 2, p. 205, doi. 10.20525/ijrbs.v14i2.3917

By:

de Beer, Johan

Publication type:

Article

DO GAMBLERS CORRECTLY PRICE MOMENTUM IN NBA BETTING MARKETS?

Published in:

Journal of Prediction Markets, 2011, v. 5, n. 1, p. 30

By:

Arkes, Jeremy

Publication type:

Article

REIT Momentum and Characteristic-Related REIT Returns.

Published in:

Journal of Real Estate Finance & Economics, 2013, v. 47, n. 3, p. 564, doi. 10.1007/s11146-012-9371-2

By:

Goebel, Paul;
Harrison, David;
Mercer, Jeffrey;
Whitby, Ryan

Publication type:

Article

Idiosyncratic Momentum: U.S. and International Evidence.

Published in:

Journal of Investing, 2016, v. 25, n. 2, p. 64, doi. 10.3905/joi.2016.25.2.064

By:

CHAVES, DENIS B.

Publication type:

Article

Investing with Momentum: The Past, Present, and Future.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 68, doi. 10.3905/joi.2012.21.1.068

By:

GUERARD, JR., JOHN B.;
XU, GANLIN;
GüLTEKIN, MUSTAFA

Publication type:

Article

THE JANUARY SEASONALITY AND THE PERFORMANCE OF COUNTRY-LEVEL VALUE AND MOMENTUM STRATEGIES.

Published in:

Copernican Journal of Finance & Accounting, 2015, v. 4, n. 2, p. 195, doi. 10.12775/CJFA.2015.024

By:

Zaremba, Adam

Publication type:

Article

Discontinued Positive Feedback Trading and the Decline of Return Predictability.

Published in:

Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 7, p. 3062, doi. 10.1017/S0022109023000959

By:

Ben-David, Itzhak;
Li, Jiacui;
Rossi, Andrea;
Song, Yang

Publication type:

Article