Momentum, market states and investor behavior
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DOI: 10.1007/s00181-008-0225-y
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Citations
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Cited by:
- Zhang, Wei & Wang, Pengfei & Li, Yi, 2021. "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Jorge Casado & Luis Muga & Rafael Santamaria, 2013. "The effect of US holidays on the European markets: when the cat’s away…," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 111-136, March.
- Qiwei Chen & Ying Jiang & Yuan Li, 2012. "The state of the market and the contrarian strategy: evidence from China's stock market," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 10(1), pages 89-108, September.
- Mohamed S. Ahmed & John A. Doukas, 2021. "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1087-1128, April.
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More about this item
Keywords
Momentum effect; Market states; Behavioral finance; G12; G14;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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