THE MOMENTUM EFFECT IN THE CHILEAN STOCK MARKET
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- Type
- article
- Published
- 2014-01-01
- Cited by
- 0
- References
- 25
- OpenAlex
- https://openalex.org/W43260647
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:166820043
Keywords
Economics, Momentum (technical analysis), Stock market, Affect (linguistics), Stock (firearms)
References
- Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior
- Common risk factors in the returns on stocks and bonds
- Fads, Martingales, and Market Efficiency
- Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
- The Persistence of Mutual Fund Performance
- Value Versus Growth: The International Evidence
- Further Evidence On Investor Overreaction and Stock Market Seasonality
- Multifactor Explanations of Asset Pricing Anomalies
- International Momentum Strategies
- A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Evidence of Predictable Behavior of Security Returns
- A Model of Investor Sentiment
- Long‐Term Market Overreaction or Biases in Computed Returns?
- Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
- Does the Stock Market Overreact
- Market States and Momentum
- Local Return Factors and Turnover in Emerging Stock Markets
- Investor Psychology and Security Market Under- and Overreactions
- When are Contrarian Profits Due to Stock Market Overreaction
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