Citations (9)
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Golam Sarwar, Cesario Mateus & Natasa Todorovic. (2017) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics 49:5, pages 456-476.
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Chikashi Tsuji. (2007) What macro-innovation risks really are priced in Japan?. Applied Financial Economics 17:13, pages 1085-1099.
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Luis Muga & Rafael Santamaría. (2007) The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s. Applied Financial Economics 17:6, pages 469-486.
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Chikashi Tsuji. (2006) Does investors’ sentiment predict stock price changes? With analyses of naive extrapolation and the salience hypothesis in Japan. Applied Financial Economics Letters 2:6, pages 353-359.
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Articles from other publishers (5)
Yen T. Nguyen & Manh D. Hoang. 2022. Prediction and Causality in Econometrics and Related Topics. Prediction and Causality in Econometrics and Related Topics
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Jing Shi, Marcel Ausloos & Tingting Zhu. (2020) If global or local investor sentiments are prone to developing an impact on stock returns, is there an industry effect?. International Journal of Finance & Economics 27:1, pages 1309-1320.
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Mei-Ping Chen, Pei-Fen Chen & Chien-Chiang Lee. (2013) Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence. Emerging Markets Review 14, pages 35-54.
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G Sarwar, Cesario Mateus & Natasa Todorovic. (2017) A Guide to Survival of Momentum in UK Style Portfolios. SSRN Electronic Journal.
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G Sarwar, Cesario Mateus & Natasa Todorovic. (2014) Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum Premium in the UK. SSRN Electronic Journal.
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