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Momentum and Credit Rating. (2007). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
In: Journal of Finance.
RePEc:bla:jfinan:v:62:y:2007:i:5:p:2503-2520.

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  25. Do real estate investors trade on momentum?. (2022). Wong, Siu Kei ; Tse, Kwok Sang ; Deng, Kuang Kuang ; Cheung, Ka Shing.
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  37. The effect of bank relationships on bond spreads: Additional evidence from Japan. (2021). Aoki, Yasuharu.
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  54. Short interest, stock returns and credit ratings. (2019). Guo, XU ; Wu, Chunchi.
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  56. Momentum and the Halloween Indicator: Evidence of a new seasonal pattern in momentum returns. (2019). Bhootra, Ajay.
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  58. Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500. (2019). Vanstone, Bruce ; Hahn, Tobias ; Inglis, Nick.
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  59. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen.
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  60. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
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  61. Modelling credit spreads with time volatility, skewness, and kurtosis. (2018). Clark, Ephraim ; Baccar, Selima.
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  62. Skewness, Individual Investor Preference, and the Cross-section of Stock Returns. (2018). Lin, Tse-Chun ; Liu, Xin.
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  63. Financial Sector Volatility Connectedness and Equity Returns. (2018). Yilmaz, Kamil ; Gokcen, Umut ; Demirer, Mert.
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  64. Artificial Momentum, Native Contrarian, and Transparency in China. (2018). Hung, Mao-Wei ; Huang, Jing-Bo ; Lin, Hung-Wen.
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  65. Equity market momentum: A synthesis of the literature and suggestions for future work. (2018). Subrahmanyam, Avanidhar.
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  66. Are the Fama-French factors really compensation for distress risk?. (2018). de Groot, Wilma ; Huij, Joop.
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  67. Foreign capital flows, credit spreads, and the business cycle. (2018). Du, Ding ; Rousse, Wade.
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  68. Momentum lost and found in corporate bond returns. (2018). Ho, Hwai-Chung ; Wang, Hsiao-Chuan.
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  69. The 52-week high, momentum, and investor sentiment. (2018). Hao, Ying ; Chou, Robin K ; Yang, Nien-Tzu ; Ko, Kuan-Cheng.
    In: International Review of Financial Analysis.
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  70. Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Heinonen, Jari-Pekka ; Kolari, James.
    In: International Review of Financial Analysis.
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  71. Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura.
    In: International Review of Financial Analysis.
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  72. Prospect theory and corporate bond returns: An empirical study. (2018). Zhong, Xiaoling ; Wang, Junbo.
    In: Journal of Empirical Finance.
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  73. Default prediction models: The role of forward-looking measures of returns and volatility. (2018). Wang, Tianyang ; Miao, Hong ; Ramchander, Sanjay ; Ryan, Patricia.
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  74. Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Karell, Ville ; Luukka, Pasi ; Yeomans, Julian S ; Patari, Eero.
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  75. Dissecting stock price momentum using financial statement analysis. (2018). Safdar, Irfan ; Ahmed, Anwer S.
    In: Accounting and Finance.
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  76. Institutional investors’ activism and credit ratings. (2017). Farooqi, Javeria ; Ngo, Thanh ; Jory, Surendranath.
    In: Journal of Economics and Finance.
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  77. The Effect of Global Crises on Momentum Profitability: Evidence from the Indian Stock Market. (2017). .
    In: Vision.
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  78. Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

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  79. Limits-to-arbitrage, investment frictions, and innovation anomalies. (2017). Lin, Yueh-Hsiang ; Wang, Yanzhi ; Chan, Konan.
    In: Pacific-Basin Finance Journal.
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  80. Credit quality implied momentum profits for Islamic stocks. (2017). Phan, Dinh ; Narayan, Seema ; Tran, Vuong Thao ; Thuraisamy, Kannan Sivananthan ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
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  81. Momentum spillover from stocks to corporate bonds. (2017). Houweling, Patrick ; van Zundert, Jeroen ; Haesen, Daniel .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:79:y:2017:i:c:p:28-41.

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  82. When does the peer information environment matter?. (2017). Verdi, Rodrigo S ; Shroff, Nemit ; Yost, Benjamin P.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:64:y:2017:i:2:p:183-214.

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  83. Leverage-based index revisions: The case of Dow Jones Islamic Market World Index. (2017). Ngo, Thanh ; Chen, Haiwei.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:32:y:2017:i:c:p:16-34.

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  84. Risk-shifting, equity risk, and the distress puzzle. (2017). Miao, Hong ; Lockwood, James ; Li, Keming.
    In: Journal of Corporate Finance.
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  85. Pricing corporate bonds with interest rates following double square-root process. (2016). Hui, Cho-Hoi ; Lo, Chi-Fai.
    In: International Journal of Financial Engineering (IJFE).
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  86. The market price of credit risk and economic states. (2016). Grobys, Klaus ; Haga, Jesper.
    In: Empirical Economics.
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  87. Pricing Corporate Bonds With Interest Rates Following Double Square-root Process. (2016). Hui, Cho-Hoi ; Lo, Chi-Fai.
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  88. Is there momentum in equity anomalies? Evidence from the Polish emerging market. (2016). Zaremba, Adam ; Szyszka, Adam.
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  89. Price discovery and asset pricing. (2016). Westerlund, Joakim ; Phan, Dinh ; Narayan, Paresh ; Thuraisamy, Kannan ; Bach, Dinh Hoang.
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  90. Policy risk, corporate political strategies, and the cost of debt. (2016). Yuan, Xiaojing ; Bradley, Daniel ; Pantzalis, Christos.
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    RePEc:eee:corfin:v:40:y:2016:i:c:p:254-275.

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  91. Corporate bond pricing and ownership heterogeneity. (2016). Huang, Kershen ; Petkevich, Alex.
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  92. Expected skewness and momentum. (2016). Weber, Martin ; Regele, Tobias ; Jacobs, Heiko.
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  93. The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story. (2015). Brooks, Chris ; Godfrey, Chris .
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  94. Cross-Sectional Factor Dynamics and Momentum Returns. (2015). Hore, Satadru ; Avramov, Doron.
    In: Supervisory Research and Analysis Working Papers.
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  95. Callable bonds, reinvestment risk, and credit rating improvements: Role of the call premium. (2015). Ramanlal, Pradip Kumar ; Tewari, Manish ; Byrd, Anthony.
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    RePEc:eee:jfinec:v:115:y:2015:i:2:p:349-360.

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  96. Combining momentum with reversal in commodity futures. (2015). Drew, Michael ; Bianchi, Robert ; Fan, John Hua.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:423-444.

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  97. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:65-85.

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  98. Trading price jump clusters in foreign exchange markets. (2015). Urga, Giovanni ; Novotn, Jan ; Petrov, Dmitri.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:24:y:2015:i:c:p:66-92.

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  99. Intermediate-term momentum and credit rating. (2015). Haga, Jesper.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:59-67.

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  100. Equity returns of distressed equity issuers. (2015). Park, James L.
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    RePEc:eee:finlet:v:14:y:2015:i:c:p:93-103.

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  101. Momentum and default risk. Some results using the jump component. (2015). Muga, Luis ; Santamaria, Rafael ; Gonzalez-Urteaga, Ana.
    In: International Review of Financial Analysis.
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  102. Market volatility and momentum. (2015). Wang, Kevin Q. ; Xu, Jianguo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:30:y:2015:i:c:p:79-91.

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  103. Price and Earnings Momentum, Transaction Costs, and an Innovative Practitioner Technique. (2015). Tajaddini, Reza ; Crack, Timothy Falcon ; Roberts, Helen.
    In: International Review of Finance.
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  104. An Analysis for Credit Rating and Momentum Strategy. (2015). Lee, Shiang-Yi ; Wang, Mu-Lan.
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  105. Market states and momentum in sector exchange-traded funds. (2014). Du, Ding ; Zhao, Xiaobing ; Denning, Karen Craft.
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  106. Firm Expansion and Stock Price Momentum. (2014). Poyry, Salla ; Nyberg, Peter.
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  107. Common Factors in Return Seasonalities. (2014). Keloharju, Matti ; Nyberg, Peter ; Linnainmaa, Juhani T..
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  108. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Liu, Yan ; Zhu, Heqing .
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  109. Financial frictions and the reaction of stock prices to monetary policy shocks. (2014). Ozdagli, Ali.
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  110. A neoclassical interpretation of momentum. (2014). Zhang, Lu ; Liu, Laura Xiaolei.
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  111. The Chrysler effect: The impact of government intervention on borrowing costs. (2014). Anginer, Deniz ; Warburton, Joseph A..
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  112. Macro risk factors of credit default swap indices in a regime-switching framework. (2014). Chan, Kam Fong ; Marsden, Alastair.
    In: Journal of International Financial Markets, Institutions and Money.
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  113. Exploiting stochastic dominance to generate abnormal stock returns. (2014). Clark, Ephraim ; Kassimatis, Konstantinos.
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    RePEc:eee:finmar:v:20:y:2014:i:c:p:20-38.

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  114. Trend following, risk parity and momentum in commodity futures. (2014). Smith, Peter ; Thomas, Stephen ; Seaton, James ; Clare, Andrew.
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    RePEc:eee:finana:v:31:y:2014:i:c:p:1-12.

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  115. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
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  116. Intertemporal CAPM with Conditioning Variables. (2013). Maio, Paulo.
    In: Management Science.
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  117. The role of shorting, firm size, and time on market anomalies. (2013). Moskowitz, Tobias J. ; Israel, Ronen.
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  118. The “out-of-sample” performance of long run risk models. (2013). Xie, Biqin ; Ferson, Wayne ; Nallareddy, Suresh.
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  119. Information risk and credit contagion. (2013). Huang, Alex ; Cheng, Chiao-Ming.
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  120. Another look at the cross-section and time-series of stock returns: 1951 to 2011. (2013). Du, Ding.
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  121. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: Working Paper series.
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  122. Asset pricing with a bank risk factor. (2012). Rua, António ; Pereira, Joo Pedro.
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  123. The Out of Sample Performance of Long-run Risk Models. (2012). Xie, Biqin ; Ferson, Wayne ; Nallareddy, Suresh K..
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  124. Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets. (2012). Lee, Nicholas Rueilin.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:4:p:449-468.

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  125. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
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  126. Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684.

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  127. Informed trading, information uncertainty, and price momentum. (2012). Chen, Yifan ; Zhao, Huainan.
    In: Journal of Banking & Finance.
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  128. Asymmetric dynamics of stock price continuation. (2012). Huang, Alex.
    In: Journal of Banking & Finance.
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  129. Do momentum-based trading strategies work in emerging currency markets?. (2012). Tajaddini, Reza ; Crack, Timothy Falcon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:521-537.

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  130. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: CEPR Discussion Papers.
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  131. Predicting Financial Distress and the Performance of Distressed Stocks. (2011). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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  132. Credit ratings and disclosure channels. (2011). Shaw, Kenneth W ; Wild, John J ; Heflin, Frank.
    In: Research in Accounting Regulation.
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  133. Risk adjustment and momentum sources. (2011). Wu, Yangru ; Wang, Jun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1427-1435.

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  134. Are momentum profits driven by the cross-sectional dispersion in expected stock returns?. (2011). Bhootra, Ajay.
    In: Journal of Financial Markets.
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  135. Residual momentum. (2011). Blitz, David ; Martens, Martin ; Huij, Joop.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:506-521.

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  136. Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics. (2011). Hilscher, Jens ; Bandarchuk, Pavel .
    In: Working Papers.
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  137. Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: BIS Working Papers.
    RePEc:bis:biswps:366.

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  138. Stochastic Filtering with Applications in Finance. (2010). Bhar, Ramaprasad.
    In: World Scientific Books.
    RePEc:wsi:wsbook:7736.

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  139. Moodys and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields. (2010). Livingston, Miles ; Zhou, Lei ; Wei, Jie.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:7:p:1267-1293.

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  140. The Chrysler effect : the impact of the Chrysler bailout on borrowing costs. (2010). Anginer, Deniz ; Warburton, Joseph A..
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5462.

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  141. What should investors know about the stability of momentum investing and its riskiness? The case of the Australian Security Exchange. (2010). Galariotis, Emilios.
    In: Post-Print.
    RePEc:hal:journl:hal-00917587.

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  142. What should we know about momentum investing? The case of the Australian Security Exchange. (2010). Galariotis, Emilios C..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:4:p:369-389.

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  143. The Cross€ Section of Expected Stock Returns: What Have We Learnt from the Past Twenty€ Five Years of Research?. (2010). Subrahmanyam, Avanidhar.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:1:p:27-42.

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  144. Dispersion in analysts earnings forecasts and credit rating. (2009). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:83-101.

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  145. Delisted firms and momentum profits. (2008). Eisdorfer, Assaf.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:2:p:160-179.

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  146. Does Financial Distress Risk Drive the Momentum Anomaly?. (2008). Agarwal, Vineet ; Taffler, Richard.
    In: Financial Management.
    RePEc:bla:finmgt:v:37:y:2008:i:3:p:461-484.

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  147. Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases. (2007). Paudyal, Krishna ; Lam, Herbert Y. T., ; Antoniou, Antonios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:3:p:955-972.

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