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The Profitability of Momentum Investing
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The Profitability of Momentum Investing (1999)The Profitability of Momentum InvestingDoes momentum work? Evidence from Vietnam stock market (2017)Does momentum work? Evidence …Fundamental Analysis and the Modelling of Normal Returns in the UK (2010)Fundamental Analysis and the …The Fama-French and Momentum Portfolios and Factors in the UK (2009)The Fama-French and Momentum …Industry Cost of Equity Capital: UK Evidence (2009)Industry Cost of Equity Capit…Identification through technical analysis: A study of charting and UK non-professional investors (2008)Identification through techni…Fundamental and technical analysis: substitutes or complements? (2008)Fundamental and technical ana…Does Financial Distress Risk Drive the Momentum Anomaly? (2008)Does Financial Distress Risk …The Usefulness of Book‐to‐Market and ROE Expectations for Explaining UK Stock Returns (2007)The Usefulness of Book‐to‐Mar…The Post‐Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK (2007)The Post‐Cost Profitability o…Sources of contrarian profits in the Japanese stock market (2007)Sources of contrarian profits…Momentum profits and time-varying unsystematic risk (2007)Momentum profits and time-var…House Prices and Bubbles in New Zealand (2007)House Prices and Bubbles in N…Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis (2006)Short-horizon contrarian and …House Prices, Fundamentals and Bubbles (2006)House Prices, Fundamentals an…Post–earnings–announcement Drift in the UK (2003)Post–earnings–announcement Dr…Momentum in the UK stock market (2002)Momentum in the UK stock mark…Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Mutual Fund Performance: Measurement and Evidence1 (2010)Market Efficiency, Market Anomalies, Causes, Evidences, and Some Behavioral Aspects of Market Anomalies (2012)The independent effects of environmental, social and governance initiatives on the performance of UK firms (2012)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS (2009)An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan (2013)Glamour brands and glamour stocks (2014)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Fear and the Fama-French Factors (2007)Momentum and the Disposition Effect: The Role of Individual Investors (2010)Performance of default-risk measures: the sample matters (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Return of the Size Anomaly: Evidence from the German Stock Market (2010)Do Extreme Returns Matter in Emerging Markets? Evidence from the Chinese Stock Market (2015)Book-to-Market Ratio, return on equity and Brazilian Stock Returns (2018)An Intertemporal Capital Asset Pricing Model (1973)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Momentum and House Price Growth in the United States: Anatomy of a Bubble (2010)House Prices and Fundamentals: 355 Years of Evidence (2011)Machine learning with explainability or spatial hedonics tools? An analysis of the asking prices in the housing market in Alicante, Spain (2021)On Persistence in Mutual Fund Performance (1997)Comparing Technical and Fundamental Indicators in Stock Price Forecasting (2018)A Multilayer Feedforward Perceptron Model in Neural Networks for Predicting Stock Market Short-term Trends (2021)Exploring the effectiveness of deep neural networks with technical analysis applied to stock market prediction (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Dividends and price momentum (2008)Does revenue momentum drive or ride earnings or price momentum? (2013)Commodities momentum: A behavioral perspective (2016)STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA (2011)Accruals, Cash Flows and the Post‐Earnings‐Announcement Drift (2006)The Accruals Anomaly: Can Implementable Portfolio Strategies Be Developed That Are Pofitable Net of Transactions Costs in the UK? (2009)Post-earnings announcement abnormal return in the Chinese equity market (2011)
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  • 2006House Prices, Fundamentals and Bubbles160 cited
  • 2002Momentum in the UK stock market136 cited
  • 2008Does Financial Distress Risk Drive the Momentum Anomaly?90 cited
  • 2007Sources of contrarian profits in the Japanese stock market87 cited
  • 2008Fundamental and technical analysis: substitutes or complements?75 cited
  • 2007Momentum profits and time-varying unsystematic risk72 cited
  • 2003Post–earnings–announcement Drift in the UK70 cited
  • 2007House Prices and Bubbles in New Zealand69 cited
  • 2006Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis54 cited
  • 2007The Usefulness of Book‐to‐Market and ROE Expectations for Explaining UK Stock Returns52 cited
  • 2009Industry Cost of Equity Capital: UK Evidence46 cited
  • 2007The Post‐Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK44 cited
  • 2008Identification through technical analysis: A study of charting and UK non-professional investors43 cited
  • 2017Does momentum work? Evidence from Vietnam stock market41 cited
  • 2009The Fama-French and Momentum Portfolios and Factors in the UK

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41 cited
  • 2010Fundamental Analysis and the Modelling of Normal Returns in the UK37 cited