Broad-market return persistence and momentum profits

被引：0
|
作者：
Department of Finance, The Chinese University of Hong Kong, Shatin, Hong Kong, Hong Kong [1 ]
机构：
来源：
Math Comput Simul | / 2-3卷 / 181-188期
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Economic analysis - Mathematical models - Profitability - Regression analysis - Risk analysis
引用
收藏
相关论文
共 50 条
  • [41] Momentum of return predictability
    Wang, Yudong
    Liu, Li
    Ma, Feng
    Diao, Xundi
    [J]. JOURNAL OF EMPIRICAL FINANCE, 2018, 45 : 141 - 156
  • [42] The persistence of profits in the Turkish banking system
    Bektas, Eralp
    [J]. APPLIED ECONOMICS LETTERS, 2007, 14 (03) : 187 - 190
  • [43] The persistence of profits in banking: an international comparison
    Gugler, Klaus
    Peev, Evgeni
    [J]. APPLIED ECONOMICS, 2018, 50 (55) : 5996 - 6009
  • [44] Markets, profits, capital, leverage and return
    Carr, Peter
    Madan, Dilip B.
    Alvarez, Juan Jose Vicente
    [J]. JOURNAL OF RISK, 2011, 14 (01): : 95 - 122
  • [45] THE ROLE OF ECONOMIC PROFITS IN THE RETURN ON INVESTMENTS
    Dewing, Arthur Stone
    [J]. HARVARD BUSINESS REVIEW, 1923, 1 (04) : 451 - 463
  • [46] Return-based investment strategies in the New Zealand stock market: momentum wins
    Gunasekarage, Abeyratna
    Kot, Hung
    [J]. PACIFIC ACCOUNTING REVIEW, 2007, 19 (02) : 108 - +
  • [47] Manipulated Information Dissemination and Risk-Adjusted Momentum Return in the Chinese Stock Market
    Lin, Hung-Wen
    Huang, Jing-Bo
    Lin, Kun-Ben
    Chen, Shu-Heng
    [J]. ADVANCES IN ARTIFICIAL INTELLIGENCE, SOFTWARE AND SYSTEMS ENGINEERING, 2020, 965 : 37 - 45
  • [48] The mechanism explanation of momentum effect in New York stock market based on return decomposition
    Guo, L
    Wu, CF
    Wang, XR
    [J]. PROCEEDINGS OF THE 2005 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (12TH), VOLS 1- 3, 2005, : 1987 - 1990
  • [49] The persistence of the right of return
    Tadros, Victor
    [J]. POLITICS PHILOSOPHY & ECONOMICS, 2017, 16 (04) : 375 - 399
  • [50] Profits falling in sagging market
    [J]. 2001, Advanstar Communications (77):
12345