SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2
16 references·7 citing·31 second hop
The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2 (2004)The performance of value and momentum inv…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Learning to Be Overconfident (2001)Learning to Be OverconfidentA Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …International Momentum Strategies (1998)International Momentum Strate…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Market multiples and stock returns among emerging and developed financial markets (2020)Market multiples and stock re…Returns to Buying Winners and Selling Losers (2018)Returns to Buying Winners and…Enhancement of equity portfolio performance using data envelopment analysis (2012)Enhancement of equity portfol…Enhancement of value portfolio performance using momentum and the long-short strategy: The Finnish evidence (2011)Enhancement of value portfoli…What should we know about momentum investing? The case of the Australian Security Exchange (2010)What should we know about mom…Value enhancement using momentum indicators: the European experience (2007)Value enhancement using momen…Diversification and Portfolio Management of Mutual Funds (2007)Diversification and Portfolio…What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Using daily stock returns (1985)Efficient Capital Markets: II (1991)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 1996

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

Do Brokerage Analysts' Recommendations Have Investment Value?
1,916 cited
  • 1998International Momentum Strategies1,813 cited
  • 2001Learning to Be Overconfident1,664 cited
  • Cited by

    • 2012Enhancement of equity portfolio performance using data envelopment analysis45 cited
    • 2020Market multiples and stock returns among emerging and developed financial markets34 cited
    • 2010What should we know about momentum investing? The case of the Australian Security Exchange31 cited
    • 2007Value enhancement using momentum indicators: the European experience27 cited
    • 2018Returns to Buying Winners and Selling Losers23 cited
    • 2007Diversification and Portfolio Management of Mutual Funds22 cited
    • 2011Enhancement of value portfolio performance using momentum and the long-short strategy: The Finnish evidence21 cited