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Kim, Karam [Author]; Ryu, Doojin [Author]

Predictive ability of investor sentiment for the stock market

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http://www.ipe.ro/rjef/rjef4_20/rjef4_2020p33-46.pdf

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2020

Published in: Romanian journal of economic forecasting ; 23(2020), 4, Seite 33-46
Sim, Myounghwa [Author]; Kim, Hee-Eun [Author]

The effect of short-term return reversals on momentum profits

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https://www.emerald.com/insight/content/doi/10.1108/JDQS-02-2021-0005/full/pdf?title=the-effect-of-short-term-return-reversals-on-momentum-profits

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2021

Published in: Journal of derivatives and quantitative studies ; 29(2021), 3, Seite 174-189
Eom, Cheoljun [Author]

Short-Term Idiosyncratic Momentum in Cross-Sectional Stock Returns : Empirical Evidence

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https://ssrn.com/abstract=4370153

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[S.l.]: SSRN, 2023
Ülkü, Numan [Author]; Oniščenko, Olena [Author]

Institutional overcrowding everyday

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2023

Published in: The journal of behavioral finance ; 24(2023), 1, Seite 1-21
Da, Zhi [Author]; Liu, Qianqiu [Author]; Schaumburg, Ernst [Author]

Decomposing short-term return reversal

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http://hdl.handle.net/10419/60892

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New York, NY: Federal Reserve Bank of New York, 2011
Chen, Chen [Author]; Stivers, Chris T. [Author]; Sun, Licheng [Author]

Short-term Relative-Strength Strategies, Turnover, and the Connection between Winner Returns and the 52-week High

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https://ssrn.com/abstract=4122300

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[S.l.]: SSRN, [2022]
Guo, Ming [Author]

Dampening Effect and Market Efficiency

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https://ssrn.com/abstract=4223044

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[S.l.]: SSRN, 2022
Da, Zhi [Author] ; Liu, Qianqiu [Other]; Schaumburg, Ernst [Other]

Decomposing Short-Term Return Reversal

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https://ssrn.com/abstract=1926851

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[S.l.]: SSRN, [2011]

Published in: FRB of New York Staff Report ; No. 513
Da, Zhi [Author] ; Liu, Qianqiu [Other]; Schaumburg, Ernst [Other]

Decomposing Short-Term Return Reversal

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https://ssrn.com/abstract=1551025

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[S.l.]: SSRN, [2011]
Zhu, Zhaobo [Author] ; Sun, Licheng [Other]; Chen, Min [Other]

Fundamental Strength and Short-Term Return Reversal

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https://ssrn.com/abstract=3097420

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[S.l.]: SSRN, [2019]
Miwa, Kotaro [Author]

Short-Term Return Reversals and Intraday Transactions

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https://ssrn.com/abstract=3174484

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[S.l.]: SSRN, [2018]
Kang, Moonsoo [Author] ; Khaksari, Shahriar [Other]; Nam, Kiseok [Other]

Corporate Investment, Short-Term Return Reversal, and Stock Liquidity

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https://ssrn.com/abstract=3125838

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[S.l.]: SSRN, [2018]
Da, Zhi [Author] ; Liu, Qianqiu [Other]; Schaumburg, Ernst [Other]

Short-Term Return Reversal : The Long and the Short of It

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https://ssrn.com/abstract=2022061

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[S.l.]: SSRN, [2012]

Published in: AFA 2013 San Diego Meetings Paper
Rinne, Kalle [Author] ; Suominen, Matti [Other]

Short-Term Reversals, Returns to Liquidity Provision and the Costs of Immediacy

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https://ssrn.com/abstract=1537923

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[S.l.]: SSRN, [2016]
Cheng, Si [Author] ; Hameed, Allaudeen [Other]; Subrahmanyam, Avanidhar [Other]; Titman, Sheridan [Other]

Short-Term Reversals : The Effects of Institutional Exits and Past Returns

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https://ssrn.com/abstract=2389408

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[S.l.]: SSRN, [2015]
Cremers, Martijn [Author] ; Pareek, Ankur [Other]

Short-Term Trading and Stock Return Anomalies : Momentum, Reversal, and Share Issuance

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https://ssrn.com/abstract=1571191

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[S.l.]: SSRN, [2014]
Da, Zhi; Liu, Qianqiu; Schaumburg, Ernst

Decomposing Short-Term Return Reversal

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Elsevier BV, 2011

Published in: SSRN Electronic Journal
Da, Zhi; Liu, Qianqiu; Schaumburg, Ernst

Decomposing Short-Term Return Reversal

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Elsevier BV, 2011

Published in: SSRN Electronic Journal
Zhu, Zhaobo; Sun, Licheng; Tu, Jun

Earnings momentum meets short‐term return reversal

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Wiley, 2021

Published in: Accounting & Finance
Watkins, Boyce D.

Institutional Ownership and Return Reversals Following Short‐Term Return Consistency

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Wiley, 2006

Published in: Financial Review

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