The Momentum & Trend-Reversal as Temporal Market Anomalies
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Cited by:
- Vasiliki A. Basdekidou, 2017. "The Leveraged ETF Inefficiency in Trending & Range-Bound Markets: An Application Case Study for a 3x Leveraged Gold Miners ETF," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(7), pages 1-13, July.
- Saadon, Yossi & Schreiber, Ben Z., 2023. "Newspapers tone and the overnight-intraday stock return anomaly," Journal of Financial Markets, Elsevier, vol. 65(C).
- Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
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More about this item
Keywords
market anomalies; momentum; trend reversal; temporal trading functionalities;All these keywords.
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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