The Post-Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK

Author:

Agyei-Ampomah Sam

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Cited by 31 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. Aggregate volatility risk and momentum returns;European Financial Management;2023-11-03

2. Market frictions and momentum premium: does stock mispricing matter? Evidence from China;Journal of Corporate Accounting & Finance;2023-10-29

3. Net equity issuance effect in the UK;The European Journal of Finance;2019-04-12

4. Do culture, sentiment, and cognitive dissonance explain the ‘above suspicion’ anomalies?;European Financial Management;2018-12-10

5. Paper profits or real money? Trading costs and stock market anomalies in country ETFs;International Review of Financial Analysis;2018-03

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