2989 documents matched the search for momentum in titles and keywords.
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Momentum,
Narasimhan Jegadeesh and Sheridan Titman,
in Annual Review of Financial Economics
(2011)
Keywords: earnings momentum, price momentum, time-varying momentum
Momentum,
Nusret Cakici and Kudret Topyan,
from Palgrave Macmillan
(2014)
Keywords: Stock Return, Momentum Effect, Asset Class, Monthly Return, Large Stock
Is momentum really momentum?,
Robert Novy-Marx,
in Journal of Financial Economics
(2012)
Keywords: Momentum; Factor models;
Momentum in Australia—A Note,
Robert B. Durand, Manapon Limkriangkrai and Gary Smith,
in Australian Journal of Management
(2006)
Keywords: MOMENTUM; AUSTRALIA
Chasing momentum,
Scott Pirie and Ronald King To Chan,
in Qualitative Research in Financial Markets
(2015)
Keywords: Investment motivation, Momentum investing
Conflicts with Momentum,
James W. Boudreau, Timothy Mathews, Shane D. Sanders and Aniruddha Bagchi,
in Games
(2022)
Keywords: conflict; contests; momentum
Zoom in on momentum,
Junyong Kim,
in International Review of Financial Analysis
(2024)
Keywords: Momentum; Monotonicity; Cross-section;
Habitat momentum,
Pawel Maryniak and Rafał Weron,
from Hugo Steinhaus Center, Wroclaw University of Science and Technology
(2017)
Keywords: Momentum; Comovement; Institutional ownership
Momentum is really short-term momentum,
Qiang Gong, Ming Liu and Qianqiu Liu,
in Journal of Banking & Finance
(2015)
Keywords: Momentum; Reversal; Seasonality;
Momentum? What Momentum?,
Erik Theissen and Can Yilanci,
from University of Cologne, Centre for Financial Research (CFR)
(2020)
Keywords: Momentum, Risk adjustment, Time-series regression
Cryptocurrencies and momentum,
Klaus Grobys and Niranjan Sapkota,
in Economics Letters
(2019)
Keywords: Asset pricing; Momentum; Cryptocurrencies; Bitcoin;
Alpha Momentum and Price Momentum,
Hannah Lea Hühn and Hendrik Scholz,
in IJFS
(2018)
Keywords: alpha momentum; price momentum; stock-specific return; price overshooting; slow information diffusion; reversal
Momentum in tennis: Controlling the match,
Helmut Dietl and Cornel Nesseler,
from University of Zurich, Department of Business Administration (IBW)
(2017)
Keywords: Momentum, anti-momentum, control theory, tennis
Sentiment-based momentum strategy,
Byungoh Kim and Sangwon Suh,
in International Review of Financial Analysis
(2018)
Keywords: Sentiment; Momentum; Momentum profit predictability; Portfolio performance;
Momentum life cycle, revisited,
Tsung-Yu Chen, Pin-Huang Chou, Chia-Hsun Hsieh and S. Ghon Rhee,
in Journal of Banking & Finance
(2021)
Keywords: Trading volume; Price momentum; Momentum life cycle;
Who trades on momentum?,
Markus Baltzer, Stephan Jank and Esad Smajlbegovic,
in Journal of Financial Markets
(2019)
Keywords: Momentum anomaly; Momentum crash; Investor behavior;
Microscopic momentum in commodity futures,
Robert Bianchi, Michael Drew and John Hua Fan,
from Griffith University, Department of Accounting, Finance and Economics
(2015)
Keywords: Commodity Futures, Conventional Momentum, Echo, Microscopic Momentum
On the Impact of Spatial Momentum,
Robert Schoen,
in Demographic Research
(2002)
Keywords: population growth, urbanization, population momentum, spatial momentum
What Can Explain Momentum? Evidence from Decomposition,
Jiaqi Guo, Peng Li and Youwei Li,
in Management Science
(2022)
Keywords: momentum, momentum candidate variables, momentum decomposition, momentum crashes
Why momentum concentrates among overvalued stocks?,
Jack Favilukis and Terry Zhang,
in Review of Finance
(2024)
Keywords: momentum, anomalies
Economic Upswing is Gaining Momentum,
Ewald Walterskirchen,
in WIFO Monatsberichte (monthly reports)
(2000)
Keywords: Economic Upswing is Gaining Momentum
Understanding momentum in commodity markets,
Mathieu Gatumel and Florian Ielpo,
from HAL
(2013)
Keywords: momentum,commodities,Markov-switching
Understanding momentum in commodity markets,
Mathieu Gatumel and Florian Ielpo,
from HAL
(2013)
Keywords: momentum,commodities,Markov-switching
Momentum, contrarian, and the January seasonality,
Yaqiong Yao,
in Journal of Banking & Finance
(2012)
Keywords: Momentum; Contrarian; Seasonality; January;
MAX momentum in cryptocurrency markets,
Yi Li, Andrew Urquhart, Pengfei Wang and Wei Zhang,
in International Review of Financial Analysis
(2021)
Keywords: Cryptocurrency; MAX effect; Momentum;
Forecast Accuracy Uncertainty and Momentum,
Bing Han, Dong Hong and Mitch Warachka,
in Management Science
(2009)
Keywords: momentum, uncertainty, learning
Momentum in the UK stock market,
Mark Hon and Ian Tonks,
from London School of Economics and Political Science, LSE Library
(2002)
Keywords: Momentum; Contrarian strategies
A critique of momentum strategies,
Yang Gao, Henry Leung and Stephen Satchell,
in Journal of Asset Management
(2018)
Keywords: Momentum, Trend, Portfolio management
Searching for Momentum in the NFL,
Fry Michael J. and Shukairy F. Alan,
in Journal of Quantitative Analysis in Sports
(2012)
Keywords: football, momentum, pairwise matching
On Weak and Strong Population Momentum,
Thomas Espenshade, Analia Olgiati and Simon Levin,
from Princeton University, Woodrow Wilson School of Public and International Affairs, Office of Population Research.
(2009)
Keywords: population, momentum, fertility
Is Momentum Due to Data-Snooping?,
Johan Ericsson and Andres Gonzalez,
from Stockholm School of Economics
(2003)
Keywords: Momentum; Data-snooping; Bootstrap
Curve momentum,
Raphael Paschke, Marcel Prokopczuk and Chardin Wese Simen,
in Journal of Banking & Finance
(2020)
Keywords: Behavioral; Commodities; Curve; Momentum; Term structure;
Momentum crashes,
Kent Daniel and Tobias J. Moskowitz,
in Journal of Financial Economics
(2016)
Keywords: Asset pricing; Market anomalies; Market efficiency; Momentum;
Momentum phenomenon in the Chinese Class A and B share markets,
Taufiq Choudhry and Yuan Wu,
in Review of Behavioral Finance
(2015)
Keywords: Decomposition of momentum returns, Momentum phenomenon
Has momentum lost its momentum?,
Debarati Bhattacharya, Wei-Hsien Li and Gokhan Sonaer,
in Review of Quantitative Finance and Accounting
(2017)
Keywords: Momentum, Market efficiency, Market anomaly, Asset pricing
Is Momentum Really Momentum? International Evidence,
Qiang Gong, Ming Liu and Qianqiu Liu,
from Research Institute, International University of Japan
(2011)
Keywords: Momentum, 52-week High, International Stock Markets
The analytics of momentum,
Oh Kang Kwon and Stephen Satchell,
in Journal of Asset Management
(2019)
Keywords: Cross-sectional momentum, Time-series momentum, Relative strength, Cross-sectional volatility
Does the momentum gap explain momentum in Taiwan?,
Chaonan Lin, Kuan-Cheng Ko and Nien-Tzu Yang,
in Pacific-Basin Finance Journal
(2022)
Keywords: Momentum gap; Momentum return predictability; Taiwan stock market;
Reversing Momentum: The Optimal Dynamic Momentum Strategy,
Kai Li and Jun Liu,
from Quantitative Finance Research Centre, University of Technology, Sydney
(2016)
Keywords: portfolio selection; momentum crashes; dynamic optimal momentum strategy
Cross-stock momentum and factor momentum,
Jingda Yan and Jialin Yu,
in Journal of Financial Economics
(2023)
Keywords: Cross-stock momentum; Asymmetric cross-autocorrelation; Factor momentum; Time-varying linkage; Network;
Weekly momentum in the commodity futures market,
Kyung Yoon Kwon, Jangkoo Kang and Jaesun Yun,
in Finance Research Letters
(2020)
Keywords: Commodity futures; momentum; weekly momentum; speculator; hedger;
Industry Momentum at the End of the 20th Century,
Christos Giannikos and Xiuqing Ji,
in International Journal of Business and Economics
(2007)
Keywords: stock momentum; industry momentum; profitability; independence
Signed momentum in the Chinese stock market,
Ya Gao, Bin Guo and Xiong Xiong,
in Pacific-Basin Finance Journal
(2021)
Keywords: Short-term momentum; Market dynamic; Signed momentum;
Who trades on momentum?,
Markus Baltzer, Stephan Jank and Esad Smajlbegovic,
from Deutsche Bundesbank
(2014)
Keywords: momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors
Who trades on momentum?,
Markus Baltzer, Stephan Jank and Esad Smajlbegovic,
from University of Cologne, Centre for Financial Research (CFR)
(2015)
Keywords: momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors
Global style momentum,
Hsiao-Ying Chao, Charles Collver and Natcha Limthanakom,
in Journal of Empirical Finance
(2012)
Keywords: Style momentum profits; Global equity markets; Conditional style momentum;
The price momentum of stock in distribution,
Haijun Liu and Longfei Wang,
in Physica A: Statistical Mechanics and its Applications
(2018)
Keywords: Price momentum; Momentum/contrarian strategy; Cost distribution; Entropy;
Market volatility and momentum,
Kevin Q. Wang and Jianguo Xu,
in Journal of Empirical Finance
(2015)
Keywords: Market volatility; Momentum; Time-series predictability of momentum; Default risk;
The idiosyncratic momentum anomaly,
David Blitz, Matthias X. Hanauer and Milan Vidojevic,
in International Review of Economics & Finance
(2020)
Keywords: Asset pricing; Idiosyncratic momentum; Momentum crashes; Risk management;
Decomposing momentum: The forgotten component,
Pascal Büsing, Hannes Mohrschladt and Susanne Siedhoff,
in Journal of Banking & Finance
(2024)
Keywords: Momentum; 52-week high; Momentum crashes; Underreaction; Cross-section of stock returns;
Momentum Without Crashes,
Soros Chitsiripanich, Marc S. Paolella, Pawel Polak and Patrick S. Walker,
from Swiss Finance Institute
(2022)
Keywords: Fractional Differencing, Momentum Factor, Momentum Crashes, Reversal Strategy
Momentum has its moments,
Pedro Barroso and Pedro Santa-Clara,
in Journal of Financial Economics
(2015)
Keywords: Anomalies; Momentum; Time-varying risk; Transaction costs of momentum;
Delisted stocks and momentum: Evidence from a new Australian dataset,
Thanh Huynh and Daniel Smith,
in Australian Journal of Management
(2017)
Keywords: Momentum; delisting
Contrarian and momentum trading: a review of the literature,
Emilios C. Galariotis,
in Review of Behavioral Finance
(2014)
Keywords: Overreaction, Underreaction, Momentum, Contrarian
Contrarian and momentum trading: a review of the literature,
Emilios C. Galariotis,
from HAL
(2014)
Keywords: Overreaction,Underreaction,Momentum,Contrarian
Distinguishing Rational and Behavioral Models of Momentum,
Dongmei Li,
in Quarterly Journal of Finance (QJF)
(2013)
Keywords: Momentum, conservatism, uncertainty
Lottery-like momentum in the cryptocurrency market,
Chiao-Han Lin, Kuang-Chieh Yen and Hui-Pei Cheng,
in The North American Journal of Economics and Finance
(2021)
Keywords: Bitcoin; Cryptocurrencies; Lottery; Momentum;
Salience theory and enhancing momentum profits,
Myounghwa Sim and Hee-Eun Kim,
in Finance Research Letters
(2022)
Keywords: Momentum strategy; Salience theory;
Pre-earnings announcement returns and momentum,
Archana Jain, Chinmay Jain and Revansiddha Basavaraj Khanapure,
in Economics Letters
(2020)
Keywords: Behavioral finance; Momentum; Earnings;
Is there momentum or reversal in weekly currency returns?,
Ahmad Raza, Ben Marshall and Nuttawat Visaltanachoti,
in Journal of International Money and Finance
(2014)
Keywords: Currency; Momentum; Reversal;
Momentum: Further Evidence from Australia,
Xiuqing Ji,
in Finance Research Letters
(2016)
Keywords: Momentum; Profitability; January;
Finally, Evidence for a Momentum Effect in the NBA,
Arkes Jeremy and Martinez Jose,
in Journal of Quantitative Analysis in Sports
(2011)
Keywords: momentum, basketball, NBA
Momentum and the term structure of interest rates,
J. Benson Durham,
from Federal Reserve Bank of New York
(2013)
Keywords: momentum anomaly; interest rates
Momentum: An Economic View,
Wilhelm Berghorn and Sascha Otto,
in International Journal of Financial Research
(2017)
Keywords: momentum effect, efficient market theory
Energy and momentum of sound pulses,
John Lekner,
in Physica A: Statistical Mechanics and its Applications
(2006)
Keywords: Energy and momentum of sound pulses; Phonons;
Consistency and Momentum in NASCAR,
Craig Depken, Matthew Hood and Ernest King,
in Journal of Sports Economics
(2017)
Keywords: NASCAR; consistency; momentum; sports economics
Risk adjustment and momentum sources,
Jun Wang and Yangru Wu,
in Journal of Banking & Finance
(2011)
Keywords: Momentum Risk adjustment Market efficiency
Revisiting the residual momentum in Japan,
Yasuhiro Iwanaga,
in International Review of Financial Analysis
(2024)
Keywords: Residual momentum; Reversal effect; Japan;
Momentum and funding conditions,
Luis Garcia-Feijoo, Gerald R. Jensen and Tyler K. Jensen,
in Journal of Banking & Finance
(2018)
Keywords: Momentum; Funding conditions; Asset prices;
Keep up the momentum,
Thierry Roncalli,
in Journal of Asset Management
(2018)
Keywords: Momentum, Trend-following, Diversification, Payoff
On Nonstable and Stable Population Momentum,
Thomas Espenshade, Analia Olgiati and Simon Levin,
in Demography
(2011)
Keywords: Population momentum, Age distribution, Decomposition,
A critique of momentum anomalies,
Thiago de Oliveira Souza,
from University of Southern Denmark, Department of Economics
(2019)
Keywords: Momentum; risk; puzzle; ranking; conditional
Option Pricing and Momentum,
Juan Rodríguez,
from Tilburg University, Center for Economic Research
(2007)
Keywords: Options; Momentum; Stochastic convenience yield
Residual momentum,
David Blitz, Joop Huij and Martin Martens,
in Journal of Empirical Finance
(2011)
Keywords: Momentum Time-varying risk Stock-specific returns Residual returns
Gambling on Momentum,
Marius Ötting, Christian Deutscher, Carl Singleton and Luca De Angelis,
from Department of Economics, University of Reading
(2022)
Keywords: Behavioural bias, Betting markets, Market efficiency, Momentum, Risk-taking
Quarterly seasonality and momentum strategy implementation,
Daniel Folkinshteyn and Jordan Moore,
in Review of Behavioral Finance
(2021)
Keywords: Behavioral finance, Momentum, Price momentum, Earnings momentum, Industry momentum, Style momentum, Near-term momentum, Intermediate-term momentum, Seasonality, Quarterly seasonality, Institutional investors, Individual investors
Industry- and liquidity-based momentum in Australian equities,
Yeng May Tan and Fan Fah Cheng,
in Financial Innovation
(2019)
Keywords: Momentum strategy, Stock momentum, Industry momentum, Liquidity, Market states, Australia
Sources of Industry Momentum Effect - Weekly Data Evidence,
Hai-Ching Liu and Ying-Fen Fu,
in Journal of Economics and Management
(2011)
Keywords: industry momentum, autocovariances, momentum profit sources
Indexing CNX NIFTY 50 Momentum Effects,
Arun Kumar Misra and Sabyasachi Mohapatra,
in Margin: The Journal of Applied Economic Research
(2015)
Keywords: Momentum Index; Momentum Score; CAPM; Clustering
Industry momentum with correlation consolidation: evidence from China,
Sabri Boubaker, Lechuan Du and Zhenya Liu,
in Journal of Asset Management
(2022)
Keywords: Momentum effect, Industry momentum, China stock market
Market volatility, momentum, and reversal: a switching strategy,
Hilal Anwar Butt, James W. Kolari and Mohsin Sadaqat,
in Journal of Asset Management
(2024)
Keywords: Market volatility, Momentum, Momentum crashes, Reversal
Momentum: Evidence and insights 30 years later,
Narasimhan Jegadeesh and Sheridan Titman,
in Pacific-Basin Finance Journal
(2023)
Keywords: Momentum; Behavioral biases; Noise traders and momentum;
Are Momentum Traders Different? Implications for the Momentum Puzzle,
Lukas Menkhoff,
from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
(2010)
Keywords: momentum trading, market efficiency, behavioural finance, risk
The Relationship between Earnings Momentum and Price Momentum in Different Market - The Case of the China Market,
Jun-Biao Lin,
in International Journal of Financial Research
(2013)
Keywords: earnings momentum, price momentum, accounting information content
Physical approach to price momentum and its application to momentum strategy,
Jaehyung Choi,
in Physica A: Statistical Mechanics and its Applications
(2014)
Keywords: Price momentum; Momentum/contrarian strategies; Alternative stock selection rule;
Can factor momentum beat momentum factor? Evidence from China,
Ruolan Ouyang, Kun Zhang, Xuan Zhang and Dongming Zhu,
in Finance Research Letters
(2024)
Keywords: Chinese A-share market; Factor autocorrelation; Factor momentum; Stock momentum;
Fundamental momentum and enhanced fundamental momentum: Evidence from the Chinese stock market,
Yuanyue Tan, Zhiqiang Wang, Haifang Xiong and Yue Liu,
in International Review of Economics & Finance
(2022)
Keywords: Fundamental momentum; Limited attention; Price reversal; Enhanced fundamental momentum;
The Momentum Trading Strategy,
K. C. John Wei and Linti Zhang,
from Springer
(2022)
Keywords: Past winners, Past losers, Momentum strategy, Individual momentum, Industrial momentum, Time-series momentum, Intraday momentum, International momentum, Underreaction, Overreaction, Overconfidence, Self-attribution, Valuation Uncertainty, Conservatism, Representative heuristic, Gradual information diffusion, Individualism
Dynamic time series momentum of cryptocurrencies,
Oliver Borgards,
in The North American Journal of Economics and Finance
(2021)
Keywords: Momentum effect; Time-series momentum; Anchoring; Turning point; Cryptocurrency;
Basis-momentum strategies and ranking periods,
Kyung Yoon Kwon, Jangkoo Kang and Jaesun Yun,
in Finance Research Letters
(2021)
Keywords: Commodity futures; Basis; Momentum; Basis-momentum; Term structure;
Disentangling Size from Momentum in Australian Stock Returns,
Tim Brailsford and Michael A. O'Brien,
in Australian Journal of Management
(2008)
Keywords: MOMENTUM; SIZE EFFECT
Paternalism at the turn of the 21st century. Mothballed or regaining momentum?,
Hubert Bonin,
from HAL
(2013)
Keywords: paternalism,momentum,21 century
Price Reaction to Momentum Trading and Market Equilibrium,
Katsumasa Nishide,
from Society for Computational Economics
(2004)
Keywords: market microstructure, momentum trading
Momentum Trading, Return Chasing, and Predictable Crashes,
Eric Ghysels, Ravi Jagannathan and Benjamin Chabot,
from C.E.P.R. Discussion Papers
(2014)
Keywords: Limits-to-arbitrage; Momentum
Return dispersion and conditional momentum returns: International evidence,
Paul Docherty and Gareth Hurst,
in Pacific-Basin Finance Journal
(2018)
Keywords: International momentum; Return dispersion;
Coskewness and reversal of momentum returns: The US and international evidence,
Liang Dong, Yiqing Dai, Tariq Haque, Hung Wan Kot and Takeshi Yamada,
in Journal of Empirical Finance
(2022)
Keywords: Reversal risk; Coskewness; Momentum;
Does Momentum Still Exist in the Australian Stock-Market?,
Imroze Nandha, Harminder Singh and Randy Silvers,
in International Journal of Business and Economics
(2012)
Keywords: momentum; efficiency; anomaly
Artificial Momentum, Native Contrarian, and Transparency in China,
Hung-Wen Lin, Mao-Wei Hung and Jing-Bo Huang,
in Computational Economics
(2018)
Keywords: Momentum, Transparency, Contrarian
Momentum Trading, Return Chasing and Predictable Crashes,
Benjamin Chabot, Eric Ghysels and Ravi Jagannathan,
from Federal Reserve Bank of Chicago
(2014)
Keywords: Momentum; crashes; return chasing
Signs of Economic Activity Losing Momentum,
Markus Marterbauer,
in WIFO Monatsberichte (monthly reports)
(2000)
Keywords: Signs of Economic Activity Losing Momentum
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