References

No references inside the corpus for this window.

Cited by

• 2020Do High-Frequency Traders Anticipate Buying and Selling Pressure?221 cited
• 2013A Closer Look at the Short-Term Return Reversal215 cited
• 2008The Long‐Lasting Momentum in Weekly Returns203 cited
• 2000Dynamic Volume-Return Relation of Individual Stocks193 cited
• 2017Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation173 cited
• 2008Overreaction to Intra‐industry Information Transfers?171 cited
• 2020How does China’s stock market react to the announcement of the COVID-19 pandemic lockdown?143 cited
• 2014News-driven return reversals: Liquidity provision ahead of earnings announcements141 cited
• 2014Industries and Stock Return Reversals140 cited
• 2003Contrarian and Momentum Strategies in the Spanish Stock Market119 cited
• 2005Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns114 cited
• 2016Information Shocks and Short-Term Market Underreaction112 cited
• 2006Biases in Decomposing Holding-Period Portfolio Returns108 cited
• 2020Salience Theory and the Cross-Section of Stock Returns: International and Further Evidence104 cited