RobHayward's momentum [38 articles] Export

Recent papers added to RobHayward's library classified by the tag momentum. You can also see everyone's momentum.

	Measuring abnormal performance Do stocks overreact? [My Copy] Journal of Financial Economics, Vol. 31, No. 2. (April 1992), pp. 235-268. by N. Chopra posted to momentum finance capm beta behaviour by RobHayward on 2009-09-23 10:47:18 as
	A Simple Theory of the Financial Crisis or, Why Fischer Black Still Matters [My Copy] Social Science Research Network Working Paper Series (05 June 2009) by Tyler Cowen posted to behaviour bubble momentum stops by RobHayward on 2009-06-08 11:41:12 as
	Positive Feedback Investment Strategies and Destabilizing Rational Speculation [My Copy] The Journal of Finance, Vol. 45, No. 2. (1990), pp. 379-395. by Bradford J. De Long, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann posted to bubble momentum noise by RobHayward on 2009-05-20 14:15:00 as along with 3 people and 1 group mbuchanan csbliu cosy EntrepreneurialRisks
	Measuring Abnormal Performance: Do Stocks Overreact? [My Copy] Journal of Financial Economics, Vol. 31 (1992), pp. 235-268. by Navin Choproa, Josef Lakonishok, Jay R. Ritter posted to emh momentum noise sentiment by RobHayward on 2009-05-16 08:30:48 as
	Inefficient Markets: An Introduction to Behavioral Finance (Clarendon Lectures in Economics) [My Copy] (09 March 2000) by Andrei Shleifer posted to behaviour bubble finance momentum noise sentiment trading by RobHayward on 2009-05-13 13:45:40 as
	On the survival of overconfident traders in a competitive securities market [My Copy] Journal of Financial Markets, Vol. 4, No. 1. (January 2001), pp. 73-84. by David Hirshleifer, Guo Y. Luo posted to behaviour bubble emh information momentum risk by RobHayward on 2008-08-13 20:14:19 as
	Does the Stock Market Overreact? [My Copy] The Journal of Finance, Vol. 40, No. 3. (1985), pp. 793-805. by Werner F. M. De Bondt, Richard Thaler posted to behaviour bubble emh equity momentum by RobHayward on 2008-08-06 10:05:55 as
	Speculative dynamics and the role of feedback traders [My Copy] American Economic Review, Vol. 80, No. 2. (May 1990), pp. 63-69. by Lawrence H. Summers, James M. Poterba, David M. Cutler posted to behaviour emh equity momentum uip by RobHayward on 2008-08-05 11:26:36 as
	Noise Trader Risk in Financial Markets [My Copy] The Journal of Political Economy, Vol. 98, No. 4. (1990), pp. 703-738. by Bradford J. Delong, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann posted to behaviour emh expectations finance microstructure momentum noise by RobHayward on 2008-07-30 10:54:25 as along with 1 person toomash
	Chinese institutional investors' sentiment [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 18, No. 4. (October 2008), pp. 374-387. by Gerhard Kling, Lei Gao posted to fx garch momentum sentiment by RobHayward on 2008-06-18 22:13:22 as
	Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP [My Copy] Journal of Empirical Finance, Vol. 15, No. 3. (June 2008), pp. 455-467. by Lukas Menkhoff, Rafael R. Rebitzky posted to econometrics fx momentum sentiment survey by RobHayward on 2008-06-18 22:02:08 as
	The information content of net buying pressure: Evidence from the KOSPI 200 index option market [My Copy] Journal of Financial Markets, Vol. 11, No. 1. (February 2008), pp. 36-56. by Jangkoo Kang, Hyoung-Jin Park posted to behaviour microstructure momentum sentiment by RobHayward on 2008-01-17 09:36:42 as
	Are Cover Stories Effective Contrarian Indicators? [My Copy] Financial Analysts Journal, Vol. 63, No. 2. (2007) by Tom Arnold, John Earl, David North posted to behaviour expectations information momentum by RobHayward on 2008-01-03 19:28:12 as
	Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Vilatility [My Copy] NBER Working Paper No. W13401 (September 2007) by Bernard Dumas, Alexander Kurshev, Ramman Uppal posted to behaviour bubble momentum risk sentiment by RobHayward on 2007-11-09 07:40:13 as
	Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005 [My Copy] Journal of Multinational Financial Management, Vol. 17, No. 5. (December 2007), pp. 432-447. by Emilios C. Galariotis, Phil Holmes, Xiaodong S. Ma posted to behaviour emh microstructure momentum by RobHayward on 2007-11-08 12:34:54 as
	A Review of the Effect of Investor Sentiment on Financial Markets: Implications for Investors [My Copy] International Journal of Management, Vol. 22, No. 4. (December 2005), pp. 708-715. by Wen-Chen Lo, Ku-Jun Lin posted to behaviour emh momentum noise by RobHayward on 2007-08-17 08:26:12 as
	The informational role of open interest in futures markets [My Copy] Applied Economics Letters, Vol. 11, No. 9. (2004), pp. 569-573. by Jian Yang, David A. Bessler, Hung-Gay Fung posted to commodities finance information microstructure momentum by RobHayward on 2007-06-28 06:20:52 as along with 1 person chapados
	Momentum strategies in commodity futures markets [My Copy] Journal of Banking & Finance, Vol. 31, No. 6. (June 2007), pp. 1863-1886. by Joelle Miffre, Georgios Rallis posted to behaviour commodities momentum by RobHayward on 2007-05-21 05:50:49 as along with 1 person andrest
	The Size and Incidence of Losses from Noise Trading [My Copy] Journal of Finance, Vol. 44, No. 3. (July 1989), pp. 681-696. by Bradford J. Delong, Andrei Schleifer, Lawrence H. Summers, Robert J. Waldmann posted to behaviour momentum noise by RobHayward on 2007-05-20 13:32:41 as
	Superstar CEOs [My Copy] by Ulrike Malmendier, Geoffrey Tate posted to behaviour emh finance momentum by RobHayward on 2007-03-26 07:27:25 as
	Investors' Hold Sentiment Conveys a Buy Side Signal–Evidence [My Copy] by Ying Zhang, Peggy Swanson posted to emh equity finance momentum noise by RobHayward on 2007-03-11 20:21:09 as
	Are international value premiums driven by the same set of fundamentals? [My Copy] International Review of Economics & Finance, Vol. 16, No. 1. (2007), pp. 113-129. by Angela J. Black, Patricia Fraser, David G. Mcmillan posted to capital econometrics equity momentum by RobHayward on 2006-12-05 15:45:41 as
	A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market [My Copy] The Quarterly Review of Economics and Finance, Vol. 46, No. 4. (September 2006), pp. 565-585. by Melody Lo, Cheng-Few Lee posted to behaviour fx momentum noise by RobHayward on 2006-11-07 07:31:58 as
	Herding and the information content of trades in the Australian dollar market [My Copy] Pacific-Basin Finance Journal, Vol. In Press, Corrected Proof by Andrew Carpenter, Jianxin Wang posted to behaviour fx momentum by RobHayward on 2006-10-24 05:09:16 as along with 1 person wigmapoole
	Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market [My Copy] Journal of Financial Economics, Vol. In Press, Corrected Proof by Jacob Boudoukh, Matthew Richardson, Yuqing Shen, Robert F. Whitelaw posted to behaviour emh momentum by RobHayward on 2006-10-11 08:21:28 as
	Market states and international momentum strategies [My Copy] The Quarterly Review of Economics and Finance In Real and Financial Aspects of Financial Integration - Papers drawn from the 3rd INFINITI conference on International Financial Integration, held at the Institute for International Integration Studies, Trinity College, Dublin, June 2005, Vol. 46, No. 3. (July 2006), pp. 437-446. by Dayong Huang posted to behaviour emh finance momentum by RobHayward on 2006-08-10 17:25:53 as
	The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence [My Copy] European Economic Review, Vol. 50, No. 7. (October 2006), pp. 1753-1766. by Lukas Menkhoff, Ulrich Schmidt, Torsten Brozynski posted to behaviour emh momentum by RobHayward on 2006-08-07 07:13:34 as
	Feedback and the success of irrational investors [My Copy] Journal of Financial Economics, Vol. 81, No. 2. (August 2006), pp. 311-338. by David Hirshleifer, Avanidhar Subrahmanyam, Sheridan Titman posted to behaviour emh finance momentum by RobHayward on 2006-07-28 10:02:44 as along with 1 person delicioussakura
	Asymmetric risk premium in value and growth stocks [My Copy] International Review of Financial Analysis, Vol. 15, No. 3. (2006), pp. 237-246. by Angela J. Black, David G. Mcmillan posted to behaviour emh finance momentum by RobHayward on 2006-07-04 14:46:20 as
	On the role of arbitrageurs in rational markets [My Copy] Journal of Financial Economics, Vol. 81, No. 1. (July 2006), pp. 143-173. by Suleyman Basak, Benjamin Croitoru posted to behaviour momentum by RobHayward on 2006-06-20 06:47:07 as
	Hedgers, speculators and forward markets: Evidence from currency markets [My Copy] Environmental Modelling & Software In Integrative Modelling of Climatic, Terrestrial and Fluvial Systems, Vol. 21, No. 9. (September 2006), pp. 1381-1386. by K. F. Radalj posted to fx momentum by RobHayward on 2006-06-18 17:37:47 as
	Noise Traders [My Copy] NBER Working Paper No. 12256 by James Dow, Gary Gorton posted to behaviour momentum sentiment trading by RobHayward on 2006-05-31 07:45:13 as
	Earnings and price momentum [My Copy] Journal of Financial Economics, Vol. 80, No. 3. (June 2006), pp. 627-656. by Tarun Chordia, Lakshmanan Shivakumar posted to momentum by RobHayward on 2006-05-31 06:31:59 as
	Costly arbitrage and the myth of idiosyncratic risk [My Copy] Journal of Accounting and Economics, Vol. In Press, Corrected Proof by Jeffrey Pontiff posted to behaviour capm momentum by RobHayward on 2006-05-30 13:39:50 as along with 1 person Westerkamp
	Sensation Seeking, Overconfidence, and Trading Activity [My Copy] NBER Working Paper No. 12223 by Mark Grinblatt, Matti Keloharju posted to expectations momentum by RobHayward on 2006-05-23 20:28:44 as
	Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs [My Copy] Journal of Accounting and Economics, Vol. In Press, Corrected Proof by Christina Mashruwala, Shivaram Rajgopal, Terry Shevlin posted to bop capm momentum by RobHayward on 2006-05-23 13:24:20 as
	Persistence characteristics of Latin American financial markets [My Copy] Journal of Multinational Financial Management, Vol. 16, No. 3. (July 2006), pp. 269-290. by Nyonyo A. Kyaw, Cornelis A. Los, Sijing Zong posted to momentum by RobHayward on 2006-05-21 07:59:16 as
	What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements [My Copy] Journal of International Money and Finance, Vol. In Press, Corrected Proof by Diaz, Gordon Gemmill posted to momentum noise by RobHayward on 2006-05-09 13:13:24 as

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finance	153
fx	146
behaviour	111
emh	61
bank	44
flow	39
bop	38
momentum	38
capm	34
econometrics	34
microstructure	34
fm	32
markets	31
equity	28
sentiment	28
volatility	28
economics	25
risk	25
agency	23
information	23
uip	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
globalisation	14
options	14
business	13
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expectations	12
garch	11
money	11
option	11
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open-economy	10
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forecast	9
liquidity	9
bond	8
emu	8
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firm	7
innovation	7
time-series	7
capital	6
macro	6
beta	5
china	5
ppp	5
regulation	5
tails	5
commodities	4
forward	4
lop	4
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RobHayward's momentum [38 articles] Export

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