The Predictability of Equity Returns from Past Returns: A New Moving Average-Based Perspective-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The Predictability of Equity Returns from Past Returns: A New Moving Average-Based Perspective

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Avramov Doron,Kaplanski Guy,Subrahmanyam Avanidhar

Publisher

Elsevier BV

Reference21 articles.

1. Do investors overvalue firms with bloated balance sheets?;D Hirshleifer;Journal of Accounting and Economics,2004

2. Bad news travels slowly: Size, analyst coverage and the profitability of momentum strategies;H Hong;Journal of Finance,2000

3. A unified theory of underreaction, momentum trading and overreaction in asset markets;H Hong;Journal of Finance,1999

4. Digesting anomalies: An investment approach;K Hou;Review of Financial Studies,2015

5. Testing moving average strategies on ETFs;J Huang;Journal of Empirical Finance,2020

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Herding for profits: Market breadth and the cross-section of global equity returns;Economic Modelling;2021-04

2. The trend is an analyst's friend: Analyst recommendations and market technicals;Financial Review;2020-08-20

3. Anomalies enhanced: A portfolio rebalancing approach;Financial Management;2020-08-18

4. Seasonality in the Cross-Section of Cryptocurrency Returns;Finance Research Letters;2020-07

5. Forecasting aggregate market volatility: The role of good and bad uncertainties;Journal of Forecasting;2020-06-10

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP