SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

International momentum strategies: a stochastic dominance approach · Study

ArticleShelves

ArticleInternational momentum strategies: a stochastic dominance approach

Wai Mun Fong2004

Article2004

International momentum strategies: a stochastic dominance approach

Wai Mun Fong · Wing‐Keung Wong · Hooi Hooi Lean

166 citations·0/0 files stored·Journal of Financial Markets

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 166 citations exist upstream.

References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 1998Investor Psychology and Security Market Under‐ and Overreactions 1952Portfolio Selection 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Cited by

2006Stochastic dominance and mean–variance measures of profit and loss for business planning and investment 2007Stochastic dominance analysis of Asian hedge funds 2006Stochastic Dominance Analysis of iShares 2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices 2009A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007The Momentum Effect in Latin American Emerging Marketsarticle · 20 shared references 2007Stock Return Momentum and Reversalarticle · 19 shared references 2004Momentum strategies: some bootstrap testsarticle · 18 shared references 2004Momentum investing: A surveyarticle · 18 shared references 2007The Post‐Cost Profitability of Momentum Trading Strategies: Further Evidence from the UKarticle · 17 shared references 2008Why is there no momentum in the Taiwan stock market?article · 16 shared references

Details

Year2004

Typearticle

Published2004-09-30

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations166

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.finmar.2004.08.001

openalex_workW2079969368

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2006Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange

2020Review on Efficiency and Anomalies in Stock Markets