SZodixStudyAcademic Library

Shelves Open access

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

Curve momentum · Study

ArticleShelves

ArticleCurve momentum

Raphael Paschke2019

Article2019

Curve momentum

Raphael Paschke · Marcel Prokopczuk · Chardin Wese Simen

27 citations·0/0 files stored·Journal of Banking & Finance

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 Market Dynamics and Volatility

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 — 27 citations exist upstream.

References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1998Investor Psychology and Security Market Under‐ and Overreactions 2003Liquidity Risk and Expected Stock Returns 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 2003Modeling and Forecasting Realized Volatility 2013Value and Momentum Everywhere 2015Proof that Properly Anticipated Prices Fluctuate Randomly 1998International Momentum Strategies

Related works

Explore the map →

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

2016Commodities momentum: A behavioral perspectivearticle · 14 shared references 2015Long-Short Commodity Investing: A Review of the Literaturearticle · 13 shared references 2014Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatilityarticle · 12 shared references 2012Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimatorspreprint · 12 shared references 2020Momentum investing: a systematic literature review and bibliometric analysisreview · 11 shared references 2011Momentum Strategies in Futures Markets and Trend-following Fundspreprint · 10 shared references

Details

Year2019

Typearticle

Published2019-12-06

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jbankfin.2019.105718

openalex_workW4239154737

Links

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