Momentum and reversal strategies with low uncertainty-Reference-Cited by-同舟云学术

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Momentum and reversal strategies with low uncertainty

Published:2024-10 Issue: Volume:68 Page:105970
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Wang Wenhao^ORCID,Zhang Qingyi^ORCID,An Pengda^ORCID,Cai Feifei^ORCID

Publisher

Elsevier BV

Reference45 articles.

1. Industry momentum and reversals in stock markets;Apergis;Int. J. Financ. Econ.,2022

2. Momentum and mean reversion across national equity markets;Balvers;J. Empir. Finance,2006

3. Forecasting exchange rates under parameter and model uncertainty;Beckmann;J. Int. Money Finance,2016

4. Bayesian solutions for the factor zoo: we just ran two quadrillion models;Bryzgalova;J. Finance,2023

5. Momentum and reversals: are they really separate phenomena?;Chen;Financ. Res. Lett.,2020

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