Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500-Reference-Cited by-同舟云学术

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Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500

Published:2019-02-19 Issue:S1 Volume:59 Page:657-684
ISSN:0810-5391
Container-title:Accounting & Finance
language:en
Short-container-title:Account Finance

Author:

Inglis Nick¹,Vanstone Bruce¹,Hahn Tobias²

Affiliation:

1. Bond Business School Bond University Robina QLD Australia

2. Dayap Logic Pty Ltd Gold Coast QLD Australia

Funder

Australian Government Department of Education and Training

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/acfi.12452

Reference65 articles.

1. Testing the growth option theory: the profitability of enhanced momentum strategies in Australia

2. The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk

3. Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases

4. The Interaction of Value and Momentum Strategies

5. Fact, Fiction, and Momentum Investing

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