SZodixStudyAcademic Library

Shelves Open access

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

Macromomentum: Evidence of Predictability in International Equity Markets · Study

PreprintShelves

PreprintMacromomentum: Evidence of Predictability in International Equity Markets

Sanjeev Bhojraj2001

OA

Preprintgreen2001

Macromomentum: Evidence of Predictability in International Equity Markets

Sanjeev Bhojraj · Bhaskaran Swaminathan

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

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 Stock Market Forecasting Methods

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

1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1998Investor Psychology and Security Market Under‐ and Overreactions 1994Contrarian Investment, Extrapolation, and Risk n.d.A model of investor sentiment /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1990Evidence of Predictable Behavior of Security Returns

Related works

Explore the map →

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

2006Macromomentum: Returns Predictability in International Equity Indices*article · 15 shared references 2007Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange*article · 15 shared references 2001Is it Overreaction? The Performance of Value and Momentum Strategies at Long Horizonspreprint · 15 shared references 2002Investor psychology in capital markets: evidence and policy implicationsarticle · 14 shared references 2005Momentum and mean reversion across national equity marketsarticle · 14 shared references 2011Short‐term momentum patterns in stock and sectoral returns: evidence from Indiaarticle · 14 shared references

Details

Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.273569

openalex_workW90721581

Links

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