Information percolation, momentum and reversal

Author:

Andrei Daniel,Cujean Julien

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference73 articles.

1. Synchronization risk and delayed arbitrage;Abreu;Journal of Financial Economics,2002

2. Dynamics of information exchange in endogenous social networks;Acemoglu;Theoretical Economics,2014

3. A noisy rational expectations equilibrium for multi-asset securities markets;Admati;Econometrica,1985

4. Smart money, dumb money, and capital market anomalies;Akbas;Journal of Financial Economics,2015

5. Advance information and asset prices;Albuquerque;Journal of Economic Theory,2014

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1. Seemingly manipulated anomaly: Evidence from corporate site visits;The North American Journal of Economics and Finance;2024-07

2. On the linkage of momentum and reversal – evidence from the G7 stock markets;Journal of Economics and Finance;2024-06-27

3. Dynamics of momentum in financial markets based on the information diffusion in complex social networks;Journal of Behavioral and Experimental Finance;2024-03

4. Contagion mechanisms under heterogeneous beliefs;Applied Economics;2024-02-12

5. The Impact of Endogenous Sentiment on US Stock Market Trading Volume;Applied Economics and Policy Studies;2024

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