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International industry momentum
9 references·4 citing·40 second hop
International industry momentum (2002)International industry momentumMomentum, Business Cycle, and Time‐varying Expected Returns (2002)Momentum, Business Cycle, and…Local Return Factors and Turnover in Emerging Stock Markets (1999)Local Return Factors and Turn…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…International Momentum Strategies (1998)International Momentum Strate…An Anatomy of Trading Strategies (1998)An Anatomy of Trading Strateg…Winner‐Loser Reversals in National Stock Market Indices: Can They be Explained? (1997)Winner‐Loser Reversals in Nat…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…A model of investor sentiment /A model of investor sentiment…Performance of international and global equity mutual funds: Do country momentum and sector momentum matter? (2014)Performance of international …Can exchange traded funds be used to exploit industry and country momentum? (2013)Can exchange traded funds be …International comparison of returns from conventional, industrial and 52-week high momentum strategies (2010)International comparison of r…Momentum investing: A survey (2004)Momentum investing: A surveyThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Price Momentum and Trading Volume (2000)Economic Links and Predictable Returns (2008)Time Series Momentum (2011)The General Theory of Employment, Interest and Money. (1936)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies (1998)The illusory nature of momentum profits (2003)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market (1992)Dynamic Volume-Return Relation of Individual Stocks (2002)Efficiency and the Bear: Short Sales and Markets Around the World (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)Liquidity of emerging markets (2005)Liquidity and Asset Prices (2006)Momentum crashes (2016)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)Contrarian Investment, Extrapolation, and Risk (1994)Momentum Strategies: Evidence from Pacific Basin Stock Markets (2002)Macromomentum: Returns Predictability in International Equity Indices* (2006)How news and its context drive risk and returns around the world (2019)The Cross Section of Country Equity Returns: A Review of Empirical Literature (2019)Time-varying short-horizon predictability☆ (2010)Currency momentum strategies (2012)
this work references cited by second hop

References

  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1998International Momentum Strategies1,813 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 1998An Anatomy of Trading Strategies858 cited
  • 1999Local Return Factors and Turnover in Emerging Stock Markets839 cited
  • 2002Momentum, Business Cycle, and Time‐varying Expected Returns812 cited
  • 1989An Econometric Analysis of Nonsynchronous Trading798 cited
  • 1997Winner‐Loser Reversals in National Stock Market Indices: Can They be Explained?248 cited

Cited by

  • 2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?36 cited
  • 2004Momentum investing: A survey35 cited
  • 2013Can exchange traded funds be used to exploit industry and country momentum?33 cited
  • 2010International comparison of returns from conventional, industrial and 52-week high momentum strategies28 cited

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