Momentum and the cross-section of stock volatility (Q2102873): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2022.104524
@@ Property / DOI: 10.1016/j.jedc.2022.104524 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2022.104524
+Normal rank
@@ Property / OpenAlex ID @@
+W4297180987
@@ Property / OpenAlex ID: W4297180987 / rank @@
+Normal rank
@@ Property / cites work @@
+Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics*
+Normal rank
@@ Property / cites work @@
+Adaptive expectations and commodity risk premiums
@@ Property / cites work: Adaptive expectations and commodity risk premiums / rank @@
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+Predicting stock price movements from past returns: the role of consistency and tax-loss selling
+Normal rank
@@ Property / cites work @@
+Q4651029
@@ Property / cites work: Q4651029 / rank @@
+Normal rank
@@ Property / cites work @@
+Asset allocation with time series momentum and reversal
+Normal rank
@@ Property / cites work @@
+The Present-Value Relation: Tests Based on Implied Variance Bounds
+Normal rank
@@ Property / cites work @@
+Q3272260
@@ Property / cites work: Q3272260 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear effect of sentiment on momentum
@@ Property / cites work: Nonlinear effect of sentiment on momentum / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Momentum Strategies
@@ Property / cites work: Optimal Dynamic Momentum Strategies / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2022.104524
@@ Property / DOI: 10.1016/J.JEDC.2022.104524 / rank @@
+Normal rank