14 research outputs found
Size and Momentum Profitability in International Stock Markets
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
News Sentiment and Momentum
- Author
- A C Chui
- A Frazzini
- A K Davis
- B D Grundy
- B M Barber
- C S Asness
- C S Asness
- D Garcia
- Daniel R. Smith
- E F Fama
- E F Fama
- E F Fama
- E Fama
- E Fama
- G Hofstede
- G Mitra
- Griffin
- H Hong
- J B Delong
- J Boudoukh
- J Engelberg
- J M Griffin
- K Daniel
- K R Ahern
- L Fang
- M Defond
- M Dzielinski
- N Jegadeesh
- N Jegadeesh
- N R Sinha
- O S Ince
- P Bandarchuk
- P Tetlock
- P Tetlock
- P Tetlock
- R Gutierrez
- R Israel
- R Roll
- S L Heston
- S Lai
- T Loughran
- Thanh D. Huynh
- U Bhattacharya
- W A Lo
- W Antweiler
- W Bailey
- W K Newey
- W S Chan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Expected Skewness and Momentum
- Author
- ***
- ***
- A Almazan
- A.-M Anderson
- B Boyer
- B Boyer
- B T Kelly
- C Asness
- C M C Lee
- C S Asness
- D Avramov
- D S Bates
- E F Fama
- E F Fama
- E Fama
- E Fama
- H Chuang
- H G Hong
- H G Hong
- H Jacobs
- Heiko Jacobs
- J Chen
- J Conrad
- J Conrad
- J E Engelberg
- J Engelberg
- J Green
- J Singleton
- K Daniel
- K Daniel
- L An
- M Brunnermeier
- M Grinblatt
- M Grinblatt
- M M Carhart
- M P Arena
- Martin Weber
- N Barberis
- N Barberis
- N Jegadeesh
- N Jegadeesh
- P Bandarchuk
- P Barroso
- P Bordalo
- R D Mclean
- R F Stambaugh
- R Novy-Marx
- S Corwin
- T C Green
- T Chordia
- T G Bali
- T G Bali
- T George
- T Mitton
- Tobias Regele
- W K Newey
- W Shadwick
- X F Zhang
- Z Da
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns
- Author
- A Criminisi
- A Frazzini
- A Goyal
- A Goyal
- A J Patton
- A Subrahmanyam
- B Lehmann
- B Watkins
- Benjamin Moritz
- C Asness
- C M Lee
- C R Harvey
- C S Asness
- C Zhang
- C.-F Tsai
- D B Keim
- E F Fama
- E F Fama
- E F Fama
- E Fama
- E Fama
- E Fama
- E Fama
- E Kleinberg
- E Kleinberg
- G L Kaminsky
- J Chen
- J Green
- J Green
- J H Cochrane
- J Lewellen
- J Lintner
- J Mossin
- K Daniel
- K Daniel
- K P Murphy
- L Alessi
- L Breiman
- L Breiman
- L Breiman
- L Hyafil
- L Kogan
- M Brennan
- M Grinblatt
- M Vassalou
- N Jegadeesh
- N Jegadeesh
- P Bandarchuk
- P Barroso
- P Manasse
- R A Haugen
- R D Mclean
- R Duttagupta
- R Huerta
- R Novy-Marx
- R Novy-Marx
- R Novy-Marx
- R Tibshirani
- S L Heston
- T Hastie
- T K Ho
- Tom Zimmermann
- W De Bondt
- W De Groot
- W F Sharpe
- Y Han
- Y Han
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Determinants and Forecasting of Jackpot Stock Returns
- Author
- A Ang
- A Ang
- A Kumar
- A Kumar
- A P Hutton
- A Zhong
- B Eraker
- B Han
- B M Blau
- C R Harvey
- C Walksh�usl
- Carsten Homburg
- D Avramov
- D Weiss
- David Miersch
- E C Chang
- E F Fama
- E R Delong
- G J Jiang
- J A Hanley
- J A Hanley
- J Annaert
- J Bauer
- J Caskey
- J Chen
- J Conrad
- J Francis
- J Friedman
- J Green
- J J Jones
- J L Callen
- J L Callen
- J L Callen
- J S Abarbanell
- J T Doyle
- J Y Campbell
- K Hou
- K Hou
- L Jin
- M Correia
- M D Beneish
- M L Defond
- M Lang
- M M Carhart
- M Maffett
- M Rhodes-Kropf
- N Barberis
- P Bandarchuk
- P Dechow
- P J Irvine
- P M Dechow
- R F Stambaugh
- R J Shiller
- R Tibshirani
- S Amini
- S P Bandyopadhyay
- S P Kothari
- S Rajgopal
- S S Lee
- S T Bharath
- S Tian
- S.-J Byun
- Soenke Sievers
- T G Bali
- T Vuolteenaho
- W H Beaver
- W H Beaver
- W K Newey
- W M Fong
- X Gao
- X Zhang
- Y Amihud
- Y Becker
- Y Cheon
- Z Chen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Short-term Momentum
- Author
- A Frazzini
- A Frazzini
- A Goyal
- A W Lo
- C M C Lee
- C R Harvey
- C S Asness
- C S Asness
- C S Asness
- C S References Asness
- D A Hirshleifer
- D Avramov
- D Huang
- E Etula
- E Eyster
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- G Cespa
- G Llorente
- H Hong
- H Hong
- I Drechsler
- J Cujean
- J Hasbrouck
- J Lewellen
- J Luo
- J Mondria
- J S Conrad
- J Wang
- J Y Campbell
- K B Diether
- K Daniel
- K Daniel
- K Daniel
- K Hou
- K R French
- L Cen
- L P�stor
- L P�stor
- M Cooper
- M Medhat
- M Verardo
- N Jegadeesh
- N Jegadeesh
- P Bandarchuk
- P Schneider
- R Ball
- R D Henriksson
- R K Loh
- R Koijen
- R Novy-Marx
- R Novy-Marx
- S Banerjee
- S Ehsani
- S Ehsani
- S Gervais
- S Nagel
- T Bollerslev
- T C Johnson
- T Hendershott
- T J Moskowitz
- T J Moskowitz
- T Odean
- W De Bondt
- W K Newey
- X Gao
- Y Amihud
- Z Da
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Momentum and Reversal: Does What Goes Up Always Come Down?
- Author
- A Shleifer
- A W Lo
- B D Grundy
- B R Chabot
- C Antoniou
- C Asness
- C Asness
- Cmc Lee
- D Avramov
- D Avramov
- D H Ahn
- D Hirshleifer
- E Asparouhova
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- H Hong
- H Hong
- J B Berk
- J Conrad
- J Conrad
- J Lakonishok
- J Lewellen
- J S Sagi
- Jennifer S. Conrad
- K Daniel
- K Daniel
- K Daniel
- K G Rouwenhorst
- L K C Chan
- L X Liu
- M Baker
- M Grinblatt
- M Grinblatt
- M J Cooper
- M M Carhart
- M. Deniz Yavuz
- N Barberis
- N Jegadeesh
- N Jegadeesh
- P Bandarchuk
- R Novy-Marx
- R Stambaugh
- R W Banz
- S G Badrinath
- S Nagel
- S Wahal
- T C Johnson
- T Chordia
- T J Moskowitz
- T J Moskowitz
- Wfm Debondt
- Zhi Da
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Information Percolation, Momentum, and Reversal
- Author
- A R Admati
- B Biais
- B N Lehmann
- C Botosan
- C M Lee
- C S Asness
- C W Holden
- D Andrei
- D Duffie
- D Duffie
- D Hong
- D Lou
- D Vayanos
- Daniel Andrei
- E Amir
- E F Fama
- E K Kelley
- E K Kelley
- F Akbas
- G Cespa
- H He
- H Hong
- H Hong
- H Hong
- I Makarov
- J B Berk
- J C Stein
- J Francis
- J Lewellen
- J R Brown
- J S Sagi
- J Wang
- J Y Campbell
- Julien Cujean
- K C Chan
- K Daniel
- K Daniel
- K G Rouwenhorst
- K Hou
- K Hou
- K R French
- L Cohen
- L Feng
- L R Glosten
- M Grinblatt
- M J Brennan
- M L Mitchell
- M Lettau
- M Verardo
- M Watanabe
- N Barberis
- N Jegadeesh
- N Jegadeesh
- O Lamont
- P Bacchetta
- P Bandarchuk
- P C Tetlock
- P Koudijs
- P M Demarzo
- R A Lambert
- R Albuquerque
- R E Gropp
- R J Hodrick
- R J Shiller
- R J Shiller
- R Roll
- S Banerjee
- S Banerjee
- S Cheng
- S J Grossman
- S J Grossman
- S J Grossman
- S Nagel
- S Nagel
- S Shive
- T C Johnson
- T Hendershott
- T J Moskowitz
- W A Peterson
- W F M De Bondt
- X F Zhang
- Z Ivkovic
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Losing Sight of the Trees for the Forest? Attention Shifts and Pairs Trading
- Author
- *** T-Stat
- A Ang
- A C Chui
- A Hillert
- A Kumar
- A Panel
- B H Boyer
- Baker
- C Antoniou
- C M Lee
- C S Asness
- C S Asness
- C Stivers
- D Avramov
- D Garcia
- D Hirshleifer
- D Hirshleifer
- D Kahneman
- D Lou
- Da
- Dow Jones Dow Jones
- E F Fama
- E G Gatev
- G Jiang
- G X Hu
- Garcia
- H Chen
- H G Hong
- H Jacobs
- Hasbrouck
- Heiko Jacobs
- Hu
- J Engelberg
- J Hasbrouck
- J Peress
- J S Sagi
- J Y Campbell
- K Daniel
- K Daniel
- K Hou
- K Q Wang
- L Chen
- L Menzly
- L Peng
- L Peng
- L P�stor
- M Baker
- M Grinblatt
- M J Cooper
- M J Cooper
- M J Cooper
- M M Carhart
- M Verardo
- Martin Weber
- N Barberis
- N Jegadeesh
- P Bandarchuk
- P C Tetlock
- P Savor
- R A Gallant
- R F Stambaugh
- R Novy-Marx
- S A Corwin
- S Dellavigna
- S J Byun
- S J Grossman
- S Mullainathan
- S R Baker
- Str�mberg Eisensee
- T Chordia
- T Eisensee
- T J George
- V L Bernard
- Wilson Savor
- X F Zhang
- Y Amihud
- Y Yuan
- Z Da
- Z Da
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study