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International comparison of returns from conventional, industrial and 52-week high momentum strategies
16 references·0 citing·35 second hop
International comparison of returns from conventional, industrial and 52-week high momentum strategies (2010)International comparison of returns from …The 52-week high and momentum investing in international stock indexes (2007)The 52-week high and momentum…INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! (2006)INDIVIDUAL EQUITY RETURN DATA…Is the 52-week high momentum strategy profitable outside the US? (2005)Is the 52-week high momentum …The 52‐Week High and Momentum Investing (2004)The 52‐Week High and Momentum…Do countries or industries explain momentum in Europe? (2004)Do countries or industries ex…The winner–loser effect in Japanese stock returns (2003)The winner–loser effect in Ja…Momentum in Australian Stock Returns (2003)Momentum in Australian Stock …Momentum, Business Cycle, and Time‐varying Expected Returns (2002)Momentum, Business Cycle, and…Momentum Strategies: Evidence from Pacific Basin Stock Markets (2002)Momentum Strategies: Evidence…Momentum and Autocorrelation in Stock Returns (2002)Momentum and Autocorrelation …International industry momentum (2002)International industry moment…Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)Understanding the Nature of t…Price Momentum and Trading Volume (2000)Price Momentum and Trading Vo…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The 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)Economic Links and Predictable Returns (2008)Time Series Momentum (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Judgment under Uncertainty (1982)Behavioral Finance (2015)Dissecting Characteristics Nonparametrically (2019)Common Risk Factors in Cryptocurrency (2022)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Momentum strategies and stock returns: Chinese evidence (2007)The 52-Week High Momentum Strategy in International Stock Markets (2010)Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature (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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Chapter 15 Anomalies and market efficiency (2003)Is momentum really momentum? (2011)Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? (2014)Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole (2003)Understanding commonality in liquidity around the world (2011)What Factors Drive Global Stock Returns? (2011)The Effects of Mandatory ESG Disclosure Around the World (2024)Market liquidity as a sentiment indicator (2004)Individualism and Momentum around the World (2010)The illusory nature of momentum profits (2003)Time-varying short-horizon predictability☆ (2010)Currency momentum strategies (2012)Style investing (2003)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Prospect theory, mental accounting, and momentum (2005)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 2000Price Momentum and Trading Volume1,593 cited
  • 2001Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing1,003 cited
  • 2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!893 cited
  • 2002Momentum, Business Cycle, and Time‐varying Expected Returns812 cited
  • 2004The 52‐Week High and Momentum Investing801 cited
  • 2002Momentum and Autocorrelation in Stock Returns491 cited
  • 2002Momentum Strategies: Evidence from Pacific Basin Stock Markets234 cited
  • 2003Momentum in Australian Stock Returns105 cited
  • 2004Do countries or industries explain momentum in Europe?89 cited
  • 2003The winner–loser effect in Japanese stock returns73 cited
  • 2005Is the 52-week high momentum strategy profitable outside the US?65 cited
  • 2007The 52-week high and momentum investing in international stock indexes45 cited
  • 2002

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International industry momentum
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