SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Laura Xiaolei Liu, Lu Zhang, A neoclassical interpretation of momentum, Journal of Monetary Economics, 2014, 67, 109

    CrossRef

  2. 2
    Soo-Hyun Kim, Hyoung-Goo Kang, A new strategy using term-structure dynamics of commodity futures, Finance Research Letters, 2014, 11, 3, 282

    CrossRef

  3. 3
    Viktor Manahov, Robert Hudson, A note on the relationship between market efficiency and adaptability – New evidence from artificial stock markets, Expert Systems with Applications, 2014, 41, 16, 7436

    CrossRef

  4. 4
    Rui Albuquerque, Jianjun Miao, Advance information and asset prices, Journal of Economic Theory, 2014, 149, 236

    CrossRef

  5. 5
    Emilios C. Galariotis, Contrarian and momentum trading: a review of the literature, Review of Behavioural Finance, 2014, 6, 1, 63

    CrossRef

  6. 6
    Y. Tang, J. Wu, L. Zhang, Do Anomalies Exist Ex Ante?, Review of Finance, 2014, 18, 3, 843

    CrossRef

  7. 7
    Hong-Yi Chen, Sheng-Syan Chen, Chin-Wen Hsin, Cheng-Few Lee, Does revenue momentum drive or ride earnings or price momentum?, Journal of Banking & Finance, 2014, 38, 166

    CrossRef

  8. 8
    Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz, Fact, Fiction, and Momentum Investing, The Journal of Portfolio Management, 2014, 40, 5, 75

    CrossRef

  9. 9
    Prodosh Simlai, Firm characteristics, distress risk and average stock returns, Accounting Research Journal, 2014, 27, 2, 101

    CrossRef

  10. 10
    Denis S. Grebenkov, Jeremy Serror, Following a trend with an exponential moving average: Analytical results for a Gaussian model, Physica A: Statistical Mechanics and its Applications, 2014, 394, 288

    CrossRef

  11. 11
    Chi-Hsiou D. Hung, Anurag N. Banerjee, How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?, Emerging Markets Review, 2014, 21, 67

    CrossRef

  12. 12
    Karen Croxson, J. James Reade, Information and Efficiency: Goal Arrival in Soccer Betting, The Economic Journal, 2014, 124, 575
  13. 13
    Hao Jiang, Marno Verbeek, Yu Wang, Information Content When Mutual Funds Deviate from Benchmarks, Management Science, 2014, 60, 8, 2038

    CrossRef

  14. 14
    Franklin Allen, Dimitri Vayanos, Xavier Vives, Introduction to financial economics, Journal of Economic Theory, 2014, 149, 1

    CrossRef

  15. 15
    Zhao-yuan Li, Si-bo Liu, Mao-zai Tian, Momentum effect differs across stock performances: Chinese evidence, Acta Mathematicae Applicatae Sinica, English Series, 2014, 30, 2, 279

    CrossRef

  16. 16
    David Morelli, Momentum profits and conditional time-varying systematic risk, Journal of International Financial Markets, Institutions and Money, 2014, 29, 242

    CrossRef

  17. 17
    Muhammad A. Cheema, Gilbert V. Nartea, Momentum returns and information uncertainty: Evidence from China, Pacific-Basin Finance Journal, 2014, 30, 173

    CrossRef

  18. 18
    Bin Li, Steven C. H. Hoi, Online portfolio selection, ACM Computing Surveys, 2014, 46, 3, 1

    CrossRef

  19. 19
    Oualid Bada, Alois Kneip, Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle, Computational Statistics & Data Analysis, 2014, 76, 95

    CrossRef

  20. 20
    Mike Qinghao Mao, K.C. John Wei, Price and earnings momentum: An explanation using return decomposition, Journal of Empirical Finance, 2014, 28, 332

    CrossRef

  21. 21
    SeungHan Ro, Paul Gallimore, Real Estate Mutual Funds: Herding, Momentum Trading and Performance, Real Estate Economics, 2014, 42, 1
  22. 22
    Kyung-In Park, Dongcheol Kim, Sources of momentum profits in international stock markets, Accounting & Finance, 2014, 54, 2
  23. 23
    Bohumil Stádník, Spring Oscillations within Financial Markets, Procedia - Social and Behavioral Sciences, 2014, 110, 1176

    CrossRef

  24. 24
    Jesper Haglund, Fredrik Jeppsson, Lars Ahrenberg, Taking Advantage of the “Big Mo”—Momentum in Everyday English and Swedish and in Physics Teaching, Research in Science Education, 2014,

    CrossRef

  25. 25
    Abdelaziz Chazi, Ashraf Khallaf, Yi Liu, Zaher Zantout, Technology transactions, announcement effect, and reversal: Dissecting an anomaly, The Quarterly Review of Economics and Finance, 2014, 54, 3, 371

    CrossRef

  26. 26
    Markus Leippold, Harald Lohre, The dispersion effect in international stock returns, Journal of Empirical Finance, 2014,

    CrossRef

  27. 27
    Charles Hsu, Qinglu Jin, The efficiency of earnings forecast pricing, Journal of Accounting and Public Policy, 2014, 33, 5, 490

    CrossRef

  28. 28
    Laurel Franzen, Xu Li, Oktay Urcan, Mark E. Vargus, THE MARKET RESPONSE TO INSIDER SALES OF RESTRICTED STOCK VERSUS UNRESTRICTED STOCK, Journal of Financial Research, 2014, 37, 1
  29. 29
    Qi Zhang, Charlie X. Cai, Kevin Keasey, The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy, Review of Quantitative Finance and Accounting, 2014, 43, 3, 605

    CrossRef

  30. 30
    Nick Taylor, The rise and fall of technical trading rule success, Journal of Banking & Finance, 2014, 40, 286

    CrossRef

  31. 31
    Wilhelm Berghorn, Trend momentum, Quantitative Finance, 2014, 1

    CrossRef

  32. 32
    Alexander Ludwig, Alexander Zimper, A decision-theoretic model of asset-price underreaction and overreaction to dividend news, Annals of Finance, 2013, 9, 4, 625

    CrossRef

  33. 33
    Deven Bathia, Don Bredin, An examination of investor sentiment effect on G7 stock market returns, The European Journal of Finance, 2013, 19, 9, 909

    CrossRef

  34. 34
    Oya Altınkılıç, Vadim S. Balashov, Robert S. Hansen, Are Analysts' Forecasts Informative to the General Public?, Management Science, 2013, 59, 11, 2550

    CrossRef

  35. 35
    Benjamin M. Blau, J. Michael Pinegar, Are short sellers incrementally informed prior to earnings announcements?, Journal of Empirical Finance, 2013, 21, 142

    CrossRef

  36. 36
    Gurupdesh Pandher, Russell Currie, CEO compensation: A resource advantage and stakeholder-bargaining perspective, Strategic Management Journal, 2013, 34, 1
  37. 37
    Constantinos Antoniou, John A. Doukas, Avanidhar Subrahmanyam, Cognitive Dissonance, Sentiment, and Momentum, Journal of Financial and Quantitative Analysis, 2013, 48, 01, 245

    CrossRef

  38. 38
    Dongmei Li, Distinguishing Rational and Behavioral Models of Momentum, Quarterly Journal of Finance, 2013, 03, 03n04, 1350014

    CrossRef

  39. 39
    Dezhu Ye, Shasha Liu, Dongmin Kong, Do efforts on energy saving enhance firm values? Evidence from China's stock market, Energy Economics, 2013, 40, 360

    CrossRef

  40. 40
    Stefan Nagel, Empirical Cross-Sectional Asset Pricing, Annual Review of Financial Economics, 2013, 5, 1, 167

    CrossRef

  41. 41
    Eli Amir, Eti Einhorn, Itay Kama, Extracting Sustainable Earnings from Profit Margins, European Accounting Review, 2013, 22, 4, 685

    CrossRef

  42. 42
    Angelo Aspris, Nigel Finch, Sean Foley, Zachary Meyer, Fundamental-based Market Strategies, Australian Accounting Review, 2013, 23, 4
  43. 43
    David Brookfield, Chen Su, Kenbata Bangassa, Investment style positioning of UK unit trusts, The European Journal of Finance, 2013, 1

    CrossRef

  44. 44
    Jarrod Crossland, Bin Li, Eduardo Roca, Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies, Applied Energy, 2013, 109, 10

    CrossRef

  45. 45
    Unyong (Howard) Pyo, Yong Jae Shin, Momentum profits and idiosyncratic volatility: the Korean evidence, Review of Accounting and Finance, 2013, 12, 2, 180

    CrossRef

  46. 46
    DIMITRIOS D. THOMAKOS, FOTIS PAPAILIAS, MOMENTUM TRADING IN NEW YORK STOCK EXCHANGE (NYSE) ENERGY STOCKS, International Journal of Energy and Statistics, 2013, 01, 04, 243

    CrossRef

  47. 47
    Ray Ball, S. P. Kothari, Valeri V. Nikolaev, On Estimating Conditional Conservatism, The Accounting Review, 2013, 88, 3, 755

    CrossRef

  48. 48
    E. Momoniat, C. Harley, M. Berman, On the Use of Backward Difference Formulae to Improve the Prediction of Direction in Market Related Data, Mathematical Problems in Engineering, 2013, 2013, 1

    CrossRef

  49. 49
    Rudolf F. Klein, Victor K. Chow, Orthogonalized factors and systematic risk decomposition, The Quarterly Review of Economics and Finance, 2013, 53, 2, 175

    CrossRef

  50. 50
    Kartick Gupta, Stuart Locke, Frank Scrimgeour, Profitability of momentum returns under alternative approaches, International Journal of Managerial Finance, 2013, 9, 3, 219

    CrossRef

  51. 51
    Mohamed Sahbi Nakhli, Lotfi Belkacem, Sources of momentum profits: bootstrap methods, Managerial Finance, 2013, 39, 6, 607

    CrossRef

  52. 52
    Peter Miu, Dennis Y. Chung, Karel Hrazdil, Speed of convergence to market efficiency in the ETFs market, Managerial Finance, 2013, 39, 5, 457

    CrossRef

  53. 53
    Arian Borgers, Jeroen Derwall, Kees Koedijk, Jenke ter Horst, Stakeholder relations and stock returns: On errors in investors' expectations and learning, Journal of Empirical Finance, 2013, 22, 159

    CrossRef

  54. 54
    Soosung Hwang, Alexandre Rubesam, The disappearance of momentum, The European Journal of Finance, 2013, 1

    CrossRef

  55. 55
    William Forbes, Aloysius Igboekwu, The explanatory power of representative agent earnings momentum models, Review of Quantitative Finance and Accounting, 2013,

    CrossRef

  56. 56
    Paul Brockman, Jim Cicon, THE INFORMATION CONTENT OF MANAGEMENT EARNINGS FORECASTS: AN ANALYSIS OF HARD VERSUS SOFT INFORMATION, Journal of Financial Research, 2013, 36, 2
  57. 57
    Nhut H. Nguyen, Cameron Truong, The information content of stock markets around the world: A cultural explanation, Journal of International Financial Markets, Institutions and Money, 2013, 26, 1

    CrossRef

  58. 58
    DAN S. DHALIWAL, STEVEN E. KAPLAN, RICK C. LAUX, ERIC WEISBROD, The Information Content of Tax Expense for Firms Reporting Losses, Journal of Accounting Research, 2013, 51, 1
  59. 59
    Chun-nan Chen, The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market, International Review of Economics & Finance, 2013, 25, 272

    CrossRef

  60. 60
    KAI WAI HUI, P. ERIC YEUNG, Underreaction to Industry-Wide Earnings and the Post-Forecast Revision Drift, Journal of Accounting Research, 2013, 51, 4
  61. 61
    L. Chen, Z. Da, X. Zhao, What Drives Stock Price Movements?, Review of Financial Studies, 2013, 26, 4, 841

    CrossRef

  62. 62
    David M. Smith, Christophe Faugère, Ying Wang, Research in Finance, 2013,

    CrossRef

  63. 63
    G. Gelos, The Evidence and Impact of Financial Globalization, 2013,

    CrossRef

  64. 64
    Faten Zoghlami, Global Strategies in Banking and Finance, 2013,

    CrossRef

  65. 65
    Bernd R. Fischer, Russ Wermers, Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  66. 66
    Xuan Huang, Nuo Xu, Advances in Business and Management Forecasting, 2013,

    CrossRef

  67. 67
    Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  68. 68
    F. A. Longstaff, J. Wang, Asset Pricing and the Credit Market, Review of Financial Studies, 2012, 25, 11, 3169

    CrossRef

  69. 69
    Timo H. Leivo, Combining value and momentum indicators in varying stock market conditions, Review of Accounting and Finance, 2012, 11, 4, 400

    CrossRef

  70. 70
    Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf, Currency momentum strategies, Journal of Financial Economics, 2012, 106, 3, 660

    CrossRef

  71. 71
    Eero Pätäri, Timo Leivo, Samuli Honkapuro, Enhancement of equity portfolio performance using data envelopment analysis, European Journal of Operational Research, 2012, 220, 3, 786

    CrossRef

  72. 72
    J. D. Piotroski, E. C. So, Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach, Review of Financial Studies, 2012, 25, 9, 2841

    CrossRef

  73. 73
    Feng Gu, John Q. Li, Insider Trading and Corporate Information Transparency, Financial Review, 2012, 47, 4
  74. 74
    Pai-Lung Chou, Chiung-Wen Kang, Yun-Ching Mao, Investing in America’s High-Tech Industry: Contrarian versus Momentum, Journal of Information and Optimization Sciences, 2012, 33, 2-3, 211

    CrossRef

  75. 75
    Robert Novy-Marx, Is momentum really momentum?, Journal of Financial Economics, 2012, 103, 3, 429

    CrossRef

  76. 76
    Mu Shun Wang, Tai Yuan Chen, Market momentum, macroeconomic factors, and investor sentiment: Using the VAR model to evidence from Taiwan stock exchange, Journal of Statistics and Management Systems, 2012, 15, 1, 119

    CrossRef

  77. 77
    Ushad Subadar Agathee, Momentum strategies on the stock exchange of Mauritius, African Journal of Economic and Management Studies, 2012, 3, 2, 227

    CrossRef

  78. 78
    Yaqiong Yao, Momentum, contrarian, and the January seasonality, Journal of Banking & Finance, 2012, 36, 10, 2757

    CrossRef

  79. 79
    Dennis Y. Chung, Karel Hrazdil, Speed of convergence to market efficiency: The role of ECNs, Journal of Empirical Finance, 2012, 19, 5, 702

    CrossRef

  80. 80
    Pavel G. Savor, Stock returns after major price shocks: The impact of information, Journal of Financial Economics, 2012, 106, 3, 635

    CrossRef

  81. 81
    Roger K. Loh, Mitch Warachka, Streaks in Earnings Surprises and the Cross-Section of Stock Returns, Management Science, 2012, 58, 7, 1305

    CrossRef

  82. 82
    John B. Guerard, Research in Finance, 2012,

    CrossRef

  83. 83
    G. Geoffrey Booth, Juha-Pekka Kallunki, Petri Sahlström, Jaakko Tyynelä, Foreign vs domestic investors and the post-announcement drift, International Journal of Managerial Finance, 2011, 7, 3, 220

    CrossRef

  84. 84
    Gaston Gelos, International Mutual Funds, Capital Flow Volatility, and Contagion-A Survey, IMF Working Papers, 2011, 11, 92, 1

    CrossRef

  85. 85
    Haifeng You, Xiao-Jun Zhang, Limited attention and stock price drift following earnings announcements and 10-K filings, China Finance Review International, 2011, 1, 4, 358

    CrossRef

  86. 86
    Sanjay Sehgal, Sakshi Jain, Short-term momentum patterns in stock and sectoral returns: evidence from India, Journal of Advances in Management Research, 2011, 8, 1, 99

    CrossRef

  87. 87
    Philip A. Stork, The intertemporal mechanics of European stock price momentum, Studies in Economics and Finance, 2011, 28, 3, 217

    CrossRef

  88. 88
    Massimiliano Kaucic, Investment using evolutionary learning methods and technical rules, European Journal of Operational Research, 2010, 207, 3, 1717

    CrossRef

  89. 89
    M. Kabir Hassan, Abu Nahian Faisal Khan, Thiti Ngow, Is faith-based investing rewarding? The case for Malaysian Islamic unit trust funds, Journal of Islamic Accounting and Business Research, 2010, 1, 2, 148

    CrossRef

  90. 90
    Hsu-Ling Chang, Chi-Wei Su, Is R&D Always Beneficial?, Review of Pacific Basin Financial Markets and Policies, 2010, 13, 01, 157

    CrossRef

  91. 91
    S. Paulo, The UK Companies Act of 2006, the Sarbanes-Oxley Act of 2002, and important reviews of 2009, International Journal of Law and Management, 2010, 52, 6, 469

    CrossRef

  92. 92
    Bing Han, Dong Hong, Mitch Warachka, Forecast Accuracy Uncertainty and Momentum, Management Science, 2009, 55, 6, 1035

    CrossRef

  93. 93
    Susana Yu, Reinganum's trading strategies revisited, Managerial Finance, 2009, 35, 4, 357

    CrossRef

  94. 94
    Gilbert V. Nartea, Bert D. Ward, Hadrian G. Djajadikerta, Size, BM, and momentum effects and the robustness of the Fama-French three-factor model, International Journal of Managerial Finance, 2009, 5, 2, 179

    CrossRef

  95. 95
    Emil Boasson, Vigdis Boasson, Joseph Cheng, Investment principles and strategies of faith-based funds, Managerial Finance, 2006, 32, 10, 837

    CrossRef

  96. 96
    Rebecca Abraham, Charles W. Harrington, The influence of heterogeneous expectations on security prices, Review of Accounting and Finance, 2006, 5, 1, 5

    CrossRef

  97. 97
    William Forbes, Carel Huijgen, Using analysts’ earnings forecasts for country/industry-based asset allocation, Managerial Finance, 2006, 32, 4, 317

    CrossRef

  98. 98
    Rebecca Abraham, An exploration of earnings whispers forecasts as predictors of stock returns, Journal of Economic Studies, 2005, 32, 6, 524

    CrossRef

  99. 99
    KYRIACOS KYRIACOU, BRYAN MASE, EXECUTIVE STOCK OPTION EXERCISES, TAX, AND THE PREDICTIVE ABILITY OF TRANSACTION VALUE, Journal of Derivatives Accounting, 2005, 02, 02, 203

    CrossRef

  100. 100
    James S. Ang, Alireza Tourani-Rad, Jean C. Yu, Some lessons from price bubbles and market crashes in Southeast Asia, Managerial Finance, 2004, 30, 7, 1

    CrossRef

  101. 101
    P.-A Barès, Rajna Gibson, S Gyger, Performance in the Hedge Funds Industry, The Journal of Alternative Investments, 2003, 6, 3, 25

    CrossRef

  102. 102
    Manuel García-Ayuso Covarsí, Juan Antonio Rueda Torres, Sobre-Reacción e Infra-Reacción de los Inversores en el Mercado de Capitales Español, Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2003, 32, 116, 63

    CrossRef

  103. 103
    Nicholas Barberis, Richard Thaler, Financial Markets and Asset Pricing, 2003,

    CrossRef

  104. 104
    ANLIN CHEN, EVA H. TU, THE DETERMINANTS FOR STOCK RETURNS IN EMERGING MARKETS: THE CASE OF TAIWAN, Studies in Economics and Finance, 2002, 20, 2, 58

    CrossRef

  105. 105
    ANDREW W. LO, HARRY MAMAYSKY, JIANG WANG, Advanced Trading Rules, 2002,

    CrossRef

  106. 106
    FRANÇOIS-SERGE LHABITANT, Assessing Market Risk for Hedge Funds and Hedge Fund Portfolios, The Journal of Risk Finance, 2001, 2, 4, 16

    CrossRef

  107. 107
    Robert J. Shiller, 1999,

    CrossRef

  108. You have free access to this content108
    Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam, Investor Psychology and Security Market Under- and Overreactions, The Journal of Finance, 1998, 53, 6
  109. 109
    References,