Who trades on momentum?-Reference-Cited by-同舟云学术

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Who trades on momentum?

Published:2019-01 Issue: Volume:42 Page:56-74
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Baltzer Markus,Jank Stephan,Smajlbegovic Esad

Funder

German Research Foundation

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference70 articles.

1. Microdatabase: Securities Holdings Statistics. A Flexible Multi-dimensional Approach for Providing User-targeted Securities Investments Data;Amann,2012

2. Asset pricing when traders sell extreme winners and losers;An;Rev. Financ. Stud.,2016

3. Information percolation, momentum, and reversal;Andrei;J. Financ. Econ.,2017

4. Cognitive dissonance, sentiment, and momentum;Antoniou;J. Financ. Quant. Anal.,2013

5. Value and momentum everywhere;Asness;J. Finance,2013

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1. The Time-Varying Interaction of Northbound Capital Flows and Stock Market Performance in China;Finance Research Letters;2024-09

2. Investor clientele and intraday patterns in the cross section of stock returns;Review of Quantitative Finance and Accounting;2024-07-29

3. Momentum trading: How it differs among investor segments;Investment Analysts Journal;2024-06-20

4. Investor heterogeneity and anchoring-induced momentum;Journal of Behavioral and Experimental Finance;2024-06

5. Investor Disagreement, Liquidity, and Informational Efficiency at the 52 Week High;2024

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