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Applied Economics Letters Volume 24, 2017 - Issue 6
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Original Articles

Momentum crash, credit risk and optionality effects in bear markets and crisis periods: evidence from the US stock market

Klaus GrobysDepartment of Accounting and Finance, University of Vaasa, Vaasa, FinlandCorrespondence[email protected] [email protected]
Pages 387-391 | Published online: 13 Jun 2016

Citations (4)

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Klaus Grobys, Joni Ruotsalainen & Janne Äijö. (2018) Risk-managed industry momentum and momentum crashes. Quantitative Finance 18:10, pages 1715-1733.
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Articles from other publishers (3)

NAN XU, SONGSONG LI & XIAOFENG HUI. (2021) MULTIFRACTAL ANALYSIS OF COVID-19’S IMPACT ON CHINA’S STOCK MARKET. Fractals 29:07.
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Xu Wu, Weide Chun, Yu Lin & Yizhuo Li. (2018) Identification of momentum life cycle stage of stock price. Nonlinear Dynamics 94:1, pages 249-260.
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Klaus Grobys, Joni Ruotsalainen & Janne Jaakko ijj. (2016) Risk-Managed Industry Momentum and Momentum Crashes. SSRN Electronic Journal.
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