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There are 8108 results for: content related to: The 52-Week High and Momentum Investing

  1. Long-Term Return Reversals: Overreaction or Taxes?

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2865–2896, THOMAS J. GEORGE and CHUAN-YANG HWANG

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01295.x

  2. The Moving Average Ratio and Momentum

    Financial Review

    Volume 45, Issue 2, May 2010, Pages: 415–447, Seung-Chan Park

    Article first published online : 16 APR 2010, DOI: 10.1111/j.1540-6288.2010.00254.x

  3. Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 501–530, Yuliang Wu, Youwei Li and Philip Hamill

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00338.x

  4. On the Role of Intangible Information and Capital Gains Taxes in Long-Term Return Reversals

    Financial Management

    Volume 42, Issue 3, Fall 2013, Pages: 537–573, Ajay Bhootra

    Article first published online : 11 JUN 2013, DOI: 10.1111/fima.12013

  5. The Long-Lasting Momentum in Weekly Returns

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 415–447, ROBERTO C. GUTIERREZ JR and ERIC K. KELLEY

    Article first published online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01320.x

  6. Order Imbalance and Daily Momentum Investing: Evidence from Taiwan

    Financial Review

    Volume 47, Issue 4, November 2012, Pages: 697–718, Chiao-Yi Chang

    Article first published online : 13 SEP 2012, DOI: 10.1111/j.1540-6288.2012.00343.x

  7. Persistence and the four-factor model in the Australian funds market: a note

    Accounting & Finance

    Volume 50, Issue 1, March 2010, Pages: 103–119, Jacquelyn E. Humphrey and Michael A. O’Brien

    Article first published online : 21 OCT 2009, DOI: 10.1111/j.1467-629X.2009.00317.x

  8. Episodic Liquidity Crises: Cooperative and Predatory Trading

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2235–2274, BRUCE IAN CARLIN, MIGUEL SOUSA LOBO and S. VISWANATHAN

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01274.x

  9. PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION

    Mathematical Finance

    Volume 19, Issue 3, July 2009, Pages: 403–421, Rüdiger Frey and Thorsten Schmidt

    Article first published online : 26 JUN 2009, DOI: 10.1111/j.1467-9965.2009.00374.x

  10. Testing the growth option theory: the profitability of enhanced momentum strategies in Australia

    Accounting & Finance

    Volume 52, Issue 2, June 2012, Pages: 267–290, Gil Aharoni, Tuan Q. Ho and Qi Zeng

    Article first published online : 9 FEB 2011, DOI: 10.1111/j.1467-629X.2011.00401.x

  11. NONPARAMETRIC KERNEL-BASED SEQUENTIAL INVESTMENT STRATEGIES

    Mathematical Finance

    Volume 16, Issue 2, April 2006, Pages: 337–357, László Györfi, Gábor Lugosi and Frederic Udina

    Article first published online : 29 MAR 2006, DOI: 10.1111/j.1467-9965.2006.00274.x

  12. Risk Aversion with Local Risk Seeking and Stock Returns: Evidence from the UK Market

    Journal of Business Finance & Accounting

    Volume 38, Issue 5-6, June/July 2011, Pages: 713–739, Konstantinos Kassimatis

    Article first published online : 24 MAY 2011, DOI: 10.1111/j.1468-5957.2011.02243.x

  13. Momentum Strategies: Evidence from Pacific Basin Stock Markets

    Journal of Financial Research

    Volume 25, Issue 3, September 2002, Pages: 383–397, Allaudeen Hameed and Yuanto Kusnadi

    Article first published online : 29 AUG 2002, DOI: 10.1111/1475-6803.00025

  14. THE IMPORTANCE OF LIQUIDITY AS A FACTOR IN ASSET PRICING

    Journal of Financial Research

    Volume 30, Issue 1, Spring 2007, Pages: 91–109, Marvin A. Keene and David R. Peterson

    Article first published online : 12 FEB 2007, DOI: 10.1111/j.1475-6803.2007.00204.x

  15. THE MONETARY ENVIRONMENT AND LONG-RUN REVERSALS IN STOCK RETURNS

    Journal of Financial Research

    Volume 37, Issue 1, Spring 2014, Pages: 3–26, Luis Garcia-Feijoo and Gerald R. Jensen

    Article first published online : 13 MAR 2014, DOI: 10.1111/jfir.12026

  16. Stock Market Declines and Liquidity

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 257–293, ALLAUDEEN HAMEED, WENJIN KANG and S. VISWANATHAN

    Article first published online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01529.x

  17. Are Momentum Profits Robust to Trading Costs?

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1039–1082, Robert A. Korajczyk and Ronnie Sadka

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  18. Hedge Funds: Performance, Risk, and Capital Formation

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 1777–1803, WILLIAM FUNG, DAVID A. HSIEH, NARAYAN Y. NAIK and TARUN RAMADORAI

    Article first published online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01374.x

  19. Predictive Systems: Living with Imperfect Predictors

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1583–1628, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Article first published online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01474.x

  20. Interaction of size, book-to-market and momentum effects in Australia

    Accounting & Finance

    Volume 50, Issue 1, March 2010, Pages: 197–219, Michael A. O’Brien, Tim Brailsford and Clive Gaunt

    Article first published online : 21 OCT 2009, DOI: 10.1111/j.1467-629X.2009.00318.x