Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Explore this paper's citation graph
- Type
- article
- Published
- 1993-03-01
- Cited by
- 1,865
- References
- 0
- OpenAlex
- https://openalex.org/W4248283403
Keywords
Profitability index, Earnings, Stock (firearms), Portfolio, Financial economics
References
No references recorded for this paper.
Cited by
- Estrategias Contrarian y Momentum: Evidencia en Chile
- Beyond Greed and Fear
- Option Backdating: Market Overreaction and Management Motives
- Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios
- Влияние корпоративных новостей на рыночную стоимость компаний
- Noise, Beliefs, and Momentum
- Evidence of Betting Market Intraseason Efficiency and Interseason Overreaction to Unexpected NFL Team Performance 1988-2006
- Analysis of Systematic Risk: Decomposition and Portfolio Efficiency
- A study of household finance in China
- Is Idiosyncratic Risk Priced? The International Evidence
- Financial Distress, the Idiosyncratic Volatility Puzzle and Expected Returns
- Committees of Boards: An Event Study on an Emerging Market
- The Impact Of Penny Stocks On The Pricing Of Companies Listed On The Warsaw Stock Exchange In Light Of The CAPM
- Tensor-Based Learning for Predicting Stock Movements
- Applications of State Space Models in finance
- Economía aplicada: ensayos de investigación económica 2013
- The Information in Naked Short Sales
- Mergers and Acquisitions: Evidence on Post-Announcement Performance from CEE Stock Markets
- Investment performance of AAII stock screens over diverse markets
- Talking Numbers: Technical versus Fundamental Investment Recommendations
Related papers
- Profitability Analysis of Acquiring Companies
- Profitability analysis of KINGLONG nearly 5 years
- Analysis of profitability of production of enterprises in the field of transportation and storage of the Irkutsk region
- The Efficiency Research on Shanghai Stock Market Under Regulated Mechanism
- Testing Non-tradable Share Reform's Impacts to the Effectiveness of the Stock Market by observating Changes of the New Information Content in the Market Fluctuations
- The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
- The Demonstration of the Weak Efficiency Tendency in China's Stock Market
- Further evidence on the (in-) efficiency of the U.S. housing market