SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Momentum and reversal strategies in Chinese commodity futures markets
16 references·1 citing·35 second hop
Momentum and reversal strategies in Chinese commodity futures markets (2018)Momentum and reversal strategies in Chine…Momentum crashes (2016)Momentum crashesValue and Momentum Everywhere (2013)Value and Momentum EverywhereHigh Frequency Trading and the New-Market Makers (2012)High Frequency Trading and th…Time Series Momentum (2011)Time Series MomentumIs gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…The Strategic and Tactical Value of Commodity Futures (2006)The Strategic and Tactical Va…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…A Test for Superior Predictive Ability (2005)A Test for Superior Predictiv…Are Momentum Profits Robust to Trading Costs? (2004)Are Momentum Profits Robust t…The illusory nature of momentum profits (2003)The illusory nature of moment…Price Momentum and Trading Volume (2000)Price Momentum and Trading Vo…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…An Anatomy of Trading Strategies (1998)An Anatomy of Trading Strateg…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Profitability of momentum strategies in Latin America (2020)Profitability of momentum str…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Forecasting: theory and practice (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)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)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Betting against beta (2013)Options, Futures and Other Derivatives (2003)The Fundamentals of Commodity Futures Returns (2012)Financialization of Commodity Markets (2013)“Options, Futures, and Other Derivatives” (2016)… and the Cross-Section of Expected Returns (2015)Does Academic Research Destroy Stock Return Predictability? (2015)Capital markets research in accounting (2001)Liquidity Risk and Expected Stock Returns (2003)The Cross‐Section of Volatility and Expected Returns (2006)
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
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2000Price Momentum and Trading Volume1,593 cited
  • 2011Time Series Momentum1,470 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2016Momentum crashes883 cited
  • 1998An Anatomy of Trading Strategies858 cited
  • 2012High Frequency Trading and the New-Market Makers807 cited
  • 2003The illusory nature of momentum profits657 cited
  • 2004Are Momentum Profits Robust to Trading Costs?571 cited

Cited by

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

  • 2020Profitability of momentum strategies in Latin America15 cited