SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
12 references·12 citing·43 second hop
Momentum or contrarian investment strategies: Evidence from Dutch institutional investors (2011)Momentum or contrarian investment strateg…The Econometrics of Financial Markets (2012)The Econometrics of Financial…US International Equity Investment and Past and Prospective Returns (2011)US International Equity Inves…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Momentum Trading by Institutions (2002)Momentum Trading by Instituti…Conditional performance measurement using portfolio weights: evidence for pension funds (2002)Conditional performance measu…What Makes Investors Trade? (2001)What Makes Investors Trade?The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…The Econometrics of Financial Markets (1997)The Econometrics of Financial…The impact of institutional trading on stock prices (1992)The impact of institutional t…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…The impact of brand familiarity, perceived trust and attitude on investors’ decision-making in Islamic stock market (2022)The impact of brand familiari…Pension fund equity performance: Patience, activity or both? (2020)Pension fund equity performan…Assessing cross-border interconnectedness between shadow banking systems (2020)Assessing cross-border interc…Short-termism of long-term investors? The investment behaviour of Dutch insurance companies and pension funds (2017)Short-termism of long-term in…Institutional and individual investors: Saving for old age (2017)Institutional and individual …On the robustness of persistence in mutual fund performance (2016)On the robustness of persiste…Investigation of Variation between Risk Attitude and Investment Biases (2016)Investigation of Variation be…The trading patterns and performance of individual vis-à-vis institutional investors in the Qatar Exchange (2014)The trading patterns and perf…On the informativeness of persistence for evaluating mutual fund performance using partial frontiers (2013)On the informativeness of per…Rehabilitating the role of active management for pension funds (2012)Rehabilitating the role of ac…Rehabilitating the Role of Active Management for Pension Funds (2012)Rehabilitating the Role of Ac…Pension fund finance and sponsoring companies (2012)Pension fund finance and spon…Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Investor herding behaviour of Chinese stock market (2013)Herding on fundamental information: A comparative study (2014)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)A model of investor sentiment /Investor Psychology and Security Market Under‐ and Overreactions (1998)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)Individual Investor Trading and Stock Returns (2008)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Do Industries Explain Momentum? (1999)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Does Shareholder Composition Matter? Evidence from the Market Reaction to Corporate Earnings Announcements (2003)A Trade-Based Analysis of Momentum (2006)The trading behavior of institutions and individuals in Chinese equity markets (2007)Prospect Theory: An Analysis of Decision under Risk (1979)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Prospect theory, mental accounting, and momentum (2005)Do Retail Trades Move Markets? (2008)Prospect theory: An analysis of decision under risk (1988)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2001What Makes Investors Trade?1,296 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 2002Momentum Trading by Institutions300 cited
  • 2002Conditional performance measurement using portfolio weights: evidence for pension funds247 cited
  • 2011US International Equity Investment and Past and Prospective Returns94 cited

Cited by

  • 2016On the robustness of persistence in mutual fund performance41 cited
  • 2012Rehabilitating the Role of Active Management for Pension Funds36 cited
  • 2013On the informativeness of persistence for evaluating mutual fund performance using partial frontiers

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

30 cited
  • 2012Rehabilitating the role of active management for pension funds29 cited
  • 2017Institutional and individual investors: Saving for old age26 cited
  • 2012Pension fund finance and sponsoring companies23 cited
  • 2022The impact of brand familiarity, perceived trust and attitude on investors’ decision-making in Islamic stock market22 cited
  • 2020Assessing cross-border interconnectedness between shadow banking systems22 cited
  • 2014The trading patterns and performance of individual vis-à-vis institutional investors in the Qatar Exchange21 cited
  • 2020Pension fund equity performance: Patience, activity or both?20 cited
  • 2017Short-termism of long-term investors? The investment behaviour of Dutch insurance companies and pension funds19 cited
  • 2016Investigation of Variation between Risk Attitude and Investment Biases1 cited