The profitability of momentum trading strategies: Empirical evidence from Hong Kong-Reference-Cited by-同舟云学术

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The profitability of momentum trading strategies: Empirical evidence from Hong Kong

Published:2010-10 Issue:4 Volume:19 Page:527-538
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Cheng Joseph W.,Wu Hiu-fung

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

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

2. The profitability of momentum strategies;Chan;Financial Analysts Journal,1999

3. Earnings and price momentum;Chordia,2001

4. Momentum, business cycle, and time-varying expected returns;Chordia;Journal of Finance,2002

5. Momentum, legal systems and ownership structure: An analysis of Asian stock markets;Chui,2001

Cited by 25 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. Profitability of Momentum Strategies: Empirical Evidence from Vietnam;Prediction and Causality in Econometrics and Related Topics;2021-07-27

2. Momentum and disposition effect in the US stock market;Cogent Economics & Finance;2021-01-01

3. Momentum or contrarian trading strategy: Which one works better in the Chinese stock market;International Review of Economics & Finance;2019-07

4. WHETHER CONSUMER SATISFACTION BENEFITS THE INVESTMENT PORTFOLIO: EMPIRICAL EVIDENCE FROM HONG KONG;The Singapore Economic Review;2019-02-25

5. MOMENTUM AND DISPOSITION EFFECT IN THE STOCK MARKET OF USA;Proceedings of the 11th Economics & Finance Conference, Rome;2019

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