Price and earnings momentum in Australian stock returns
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DOI: j.1467-629X.2010.00395.x
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Cited by:
- Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Darren D. Lee & John Hua Fan & Victor S. H. Wong, 2021. "No more excuses! Performance of ESG‐integrated portfolios in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2407-2450, April.
- Nick Inglis & Bruce Vanstone & Tobias Hahn, 2019. "Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 657-684, April.
- Hua Fan, John & Michalski, Lachlan, 2020. "Sustainable factor investing: Where doing well meets doing good," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 230-256.
- Yan Han & Xin Cui & Gloria Y. Tian & Peipei Wang, 2023. "Bayesian Investor Belief Updating Speed and Market Underreaction to Earnings Announcements," Australian Accounting Review, CPA Australia, vol. 33(1), pages 66-85, March.
- Simarjeet Singh & Nidhi Walia & Sivagandhi Saravanan & Preeti Jain & Avtar Singh & Jinesh jain, 2021. "Mapping the scientific research on alternative momentum investing: a bibliometric analysis," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 38(4), pages 619-636, April.
- repec:grz:wpsses:2020-04 is not listed on IDEAS
- Zhaobo Zhu & Licheng Sun & Jun Tu, 2021. "Earnings momentum meets short‐term return reversal," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2379-2405, April.
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