Contrarian and momentum trading: a review of the literature
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DOI: 10.1108/RBF-12-2013-0043
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Cited by:
- Fabrice Rousseau & Herve Boco & Laurent Germain, 2020. "When Overconfident Traders Meet Feedback Traders - Updated from 2016," Economics Department Working Paper Series n270-16.pdf, Department of Economics, National University of Ireland - Maynooth.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020.
"Bet against the trend and cash in profits,"
CEPN Working Papers
halshs-02956879, HAL.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," Working Papers halshs-02956879, HAL.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," FMM Working Paper 60-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza def090, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Federico Bassi & Raquel Ramos & Dany Lang, 2023.
"Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates,"
Journal of Evolutionary Economics, Springer, vol. 33(2), pages 429-472, April.
- Federico Bassi & Dany Lang & Raquel Almeida Ramos, 2023. "Bet against the trend and cash in profits: An agent‑based model of endogenous fluctuations of exchange rates," Post-Print hal-04428234, HAL.
- Klaus Grobys & Sami Vähämaa, 0. "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-21.
- Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia, 2020. "Pricing inefficiencies and feedback trading: Evidence from country ETFs," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Yan, Ruzhen & Yue, Ding & Chen, Xudong & Wu, Xu, 2020. "Non-linear characterization and trend identification of liquidity in China's new OTC stock market based on multifractal detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
- Simarjeet Singh & Nidhi Walia, 2022. "Momentum investing: a systematic literature review and bibliometric analysis," Management Review Quarterly, Springer, vol. 72(1), pages 87-113, February.
- Klaus Grobys & Sami Vähämaa, 2020. "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1459-1479, November.
- Andrikopoulos, Panagiotis & Cui, Yueting & Gad, Samar & Kallinterakis, Vasileios, 2020. "Feedback trading and the ramadan effect in frontier markets," Research in International Business and Finance, Elsevier, vol. 51(C).
- Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022. "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Charteris, Ailie & Kallinterakis, Vasileios, 2021. "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Meneguzzer, Claudio, 2022. "Day-to-day dynamics in a simple traffic network with mixed direct and contrarian route choice behaviors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
- Ruzhen Yan & Ding Yue & Xu Wu & Wei Gao, 2023. "Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the China's Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 487-511, February.
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Keywords
Overreaction; Underreaction; Momentum; Contrarian;All these keywords.
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