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Momentum Crashes · Study

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PreprintMomentum Crashes

Kent Daniel2013

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Preprintgreen2013

Momentum Crashes

Kent Daniel · Tobias J. Moskowitz

29 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1993Common risk factors in the returns on stocks and bonds 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1998Investor Psychology and Security Market Under‐ and Overreactions n.d.A model of investor sentiment /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1993Measuring and Testing the Impact of News on Volatility

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations29

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2371227

openalex_workW4249639830

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