On the interaction between momentum effect and size effect-Reference-Cited by-同舟云学术

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On the interaction between momentum effect and size effect

Published:2015-09 Issue: Volume:26 Page:36-46
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Review of Financial Economics

Author:

Alhenawi Yasser

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

2. Residual momentum;Blitz;Journal of Empirical Finance,2011

3. Residual momentum;Blitz;Journal of Empirical Finance,2011

4. On persistence in mutual fund performance;Carhart;Journal of Finance,1997

5. Profitability of momentum strategies in the international equity markets;Chan;Journal of Financial and Quantitative Analysis,2000

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3. Up and down together? On the linkage of momentum and reversal;Global Finance Journal;2022-11

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5. Does Momentum Profit Exist in Australia - A Systematic Analysis of Price and Alpha Momentum Strategies;SSRN Electronic Journal;2022

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