SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Currency Momentum Strategies
16 references·2 citing·42 second hop
Currency Momentum Strategies (2011)Currency Momentum StrategiesTime Series Momentum (2011)Time Series MomentumIndividualism and Momentum around the World (2010)Individualism and Momentum ar…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…What matters for financial development? Capital controls, institutions, and interactions (2005)What matters for financial de…What Matters for Financial Development? Capital Controls, Institutions, and Interactions (2005)What Matters for Financial De…Market States and Momentum (2004)Market States and MomentumMomentum Investing and Business Cycle Risk: Evidence from Pole to Pole (2003)Momentum Investing and Busine…Momentum, Business Cycle, and Time‐varying Expected Returns (2002)Momentum, Business Cycle, and…The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Liquidity Risk and Expected Stock Returns (2001)Liquidity Risk and Expected S…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…A Model of Investor Sentiment (1997)A Model of Investor SentimentMomentum Strategies (1996)Momentum StrategiesThe Limits of Arbitrage (1995)The Limits of ArbitrageA model of investor sentiment /A model of investor sentiment…The International Monetary and Financial System: A Capital Account Historical Perspective (2014)The International Monetary an…The anatomy of the global FX market through the lens of the 2013 Triennial Survey (2013)The anatomy of the global FX …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Culture and the Self: Implications for Cognition, Emotion, and Motivation (1991)Investor sentiment and stock returns: Some international evidence (2009)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements (2013)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Legal Determinants of External Finance (1997)Law and Finance (1998)Financial intermediation and growth: Causality and causes (2000)Financial Globalization: A Reappraisal (2006)A New Measure of Financial Openness (2008)The macroeconomic consequences of disasters (2008)Judgment under Uncertainty: Heuristics and Biases (1974)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Does Academic Research Destroy Stock Return Predictability? (2015)Order Flow and Exchange Rate Dynamics (1999)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Momentum has its moments (2014)Momentum crashes (2016)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Replicating Anomalies (2018)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1995The Limits of Arbitrage5,282 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 2005What matters for financial development? Capital controls, institutions, and interactions2,650 cited
  • 2011Time Series Momentum1,470 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 1996Momentum Strategies1,275 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2004Market States and Momentum995 cited
  • 2003Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole955 cited
  • 2002Momentum, Business Cycle, and Time‐varying Expected Returns812 cited
  • 2008Carry Trades and Currency Crashes792 cited
  • 2001Liquidity Risk and Expected Stock Returns738 cited
  • 2005What Matters for Financial Development? Capital Controls, Institutions, and Interactions658 cited
  • 1997A Model of Investor Sentiment449 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2014The International Monetary and Financial System: A Capital Account Historical Perspective45 cited
  • 2013The anatomy of the global FX market through the lens of the 2013 Triennial Survey39 cited