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Results of search for momentum
Records found: 24
DP15857 |
Short-term Momentum Author(s): Mamdouh Medhat and Maik Schmeling Published: February 2021 |
DP14914 |
Gaussian rank correlation and regression Author(s): Dante Amengual, Enrique Sentana and Zhanyuan Tian Published: June 2020 |
DP12657 |
Paths to Convergence: Stock Price Behavior After Donald Trump's Election Author(s): Alexander F Wagner, Richard Zeckhauser and Alexandre Ziegler Published: January 2018 |
DP12360 |
Costly Interpretation of Asset Prices Author(s): Jordi Mondria, Xavier Vives and Liyan Yang Published: October 2017 |
DP11455 |
Expected skewness and momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: August 2016 |
DP11190 |
Data Abundance and Asset Price Informativeness Author(s): Jérôme Dugast and Thierry Foucault Published: March 2016 |
DP10966 |
Has the Pricing of Stocks Become More Global? Author(s): Ivan Petzev, Andreas Schrimpf and Alexander F Wagner Published: November 2015 |
DP10809 |
Is a normal copula the right copula? Author(s): Dante Amengual and Enrique Sentana Published: September 2015 |
DP10804 |
Size and Momentum Profitability in International Stock Markets Author(s): Peter S. Schmidt, Andreas Schrimpf, Urs von Arx, Alexander F Wagner and Andreas Ziegler Published: September 2015 |
DP10601 |
Expected Skewness and Momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: May 2015 |
DP10335 |
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing Author(s): Martin Lettau, Sydney C. Ludvigson and Sai Ma Published: January 2015 |
DP10234 |
Momentum Trading, Return Chasing, and Predictable Crashes Author(s): Benjamin Chabot, Eric Ghysels and Ravi Jagannathan Published: November 2014 |
DP10016 |
Common Macro Factors and Currency Premia Author(s): Ilias Filippou and Mark Taylor Published: June 2014 |
DP9852 |
Out-of-Sample Evidence on the Returns to Currency Trading Author(s): Olivier Accominotti and David Chambers Published: March 2014 |
DP8773 |
Why Do Institutional Investors Chase Return Trends? Author(s): Aydogan Alt, Ron Kaniel and Uzi Yoeli Published: January 2012 |
DP8747 |
Currency Momentum Strategies Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: January 2012 |
DP8303 |
Expectations, Liquidity, and Short-term Trading Author(s): Giovanni Cespa and Xavier Vives Published: March 2011 |
DP7506 |
Dynamic Trading and Asset Prices: Keynes vs. Hayek Author(s): Giovanni Cespa and Xavier Vives Published: October 2009 |
DP7068 |
An Institutional Theory of Momentum and Reversal Author(s): Dimitri Vayanos and Paul Woolley Published: December 2008 |
DP6588 |
Advance Information and Asset Prices Author(s): Rui Albuquerque and Jianjun Miao Published: November 2007 |
DP3353 |
Momentum and Turnover: Evidence from the German Stock Market Author(s): Markus Glaser and Martin Weber Published: April 2002 |
DP3033 |
Foreigners Trading and Price Effects Across Firms Author(s): Magnus Dahlquist and Göran Robertsson Published: October 2001 |
DP2438 |
Evaluating The Persistence And Structuralist Theories Of Unemployment Author(s): Jerry Coakley, Ana María Fuertes and Gylfi Zoega Published: April 2000 |
DP2180 |
Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth Author(s): Jimmy Liew and Maria Vassalou Published: June 1999 |
Records Found 24