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There are 16572 results for: content related to: Price Momentum and Trading Volume

  1. Branch-and-price-and-cut for the manpower routing problem with synchronization constraints

    Naval Research Logistics (NRL)

    Volume 63, Issue 2, March 2016, Pages: 138–171, Zhixing Luo, Hu Qin, Wenbin Zhu and Andrew Lim

    Version of Record online : 31 MAR 2016, DOI: 10.1002/nav.21683

  2. Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 773–806, Brad M. Barber and Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00226

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    Evidence from high-Ni olivines for a hybridized peridotite/pyroxenite source for orogenic andesites from the central Mexican Volcanic Belt

    Geochemistry, Geophysics, Geosystems

    Volume 9, Issue 3, March 2008, Susanne M. Straub, Alexandra B. LaGatta, Ana Lillian Martin-Del Pozzo and Charles H. Langmuir

    Version of Record online : 7 MAR 2008, DOI: 10.1029/2007GC001583

  4. Measuring Mutual Fund Performance with Characteristic-Based Benchmarks

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1035–1058, KENT DANIEL, MARK GRINBLATT, SHERIDAN TITMAN and RUSS WERMERS

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02724.x

  5. The Effect of Options on Stock Prices: 1973 to 1995

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 487–514, Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00214

  6. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  7. Trading Volume and Cross-Autocorrelations in Stock Returns

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 913–935, Tarun Chordia and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00231

  8. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 265–295, Harrison Hong, Terence Lim and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00206

  9. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  10. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  11. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  12. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  13. Momentum Strategies

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1681–1713, LOUIS K. C. CHAN, NARASIMHAN JEGADEESH and JOSEF LAKONISHOK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05222.x

  14. The Conditional Performance of Insider Trades

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 467–498, B. Espen Eckbo and David C. Smith

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.205263

  15. Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 531–563, Brad Barber, Reuven Lehavy, Maureen McNichols and Brett Trueman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00336

  16. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  17. Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 889–919, GRANT MCQUEEN, MICHAEL PINEGAR and STEVEN THORLEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02711.x

  18. The Long-run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 871–900, Rodney D. Boehme and Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00445

  19. Urban Vibrancy and Corporate Growth

    The Journal of Finance

    Volume 70, Issue 1, February 2015, Pages: 163–210, CASEY DOUGAL, CHRISTOPHER A. PARSONS and SHERIDAN TITMAN

    Version of Record online : 19 JAN 2015, DOI: 10.1111/jofi.12215

  20. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181