create a website

Do momentum-based trading strategies work in emerging currency markets?. (2012). Tajaddini, Reza ; Crack, Timothy Falcon.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:22:y:2012:i:3:p:521-537.

Full description at Econpapers || Download paper

Cited: 8

Citations received by this document

Cites: 44

References cited by this document

Cocites: 45

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342.

    Full description at Econpapers || Download paper

  2. Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

    Full description at Econpapers || Download paper

  3. Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. (2021). Zaremba, Adam ; Bilgin, Mehmet ; Szczygielski, Jan J ; Long, Huaigang ; Mercik, Aleksander.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002349.

    Full description at Econpapers || Download paper

  4. Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

    Full description at Econpapers || Download paper

  5. Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Jamali, Ibrahim ; Yamani, Ehab.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

    Full description at Econpapers || Download paper

  6. Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

    Full description at Econpapers || Download paper

  7. PROFITABILITY OF THE MOVING AVERAGES TECHNICAL TRADING RULES IN AN EMERGING STOCK MARKET-A STUDY OF INDIVIDUAL STOCKS LISTED ON PAKISTAN STOCK EXCHANGE. (2018). Ullah, Muhammad Zia ; Arif, Muhammad ; Tarer, Muhammad Ali ; Hasan, Muddasar.
    In: IBT Journal of Business Studies (JBS).
    RePEc:aib:ibtjbs:v:14:y:2018:i:2:p:67-76.

    Full description at Econpapers || Download paper

  8. PROFITABILITY OF THE MOVING AVERAGES TECHNICAL TRADING RULES IN AN EMERGING STOCK MARKET-A STUDY OF INDIVIDUAL STOCKS LISTED ON PAKISTAN STOCK EXCHANGE. (2018). Ullah, Muhammad Zia ; Arif, Muhammad ; Tarer, Muhammad Ali ; Hasan, Muddasar.
    In: IBT Journal of Business Studies (JBS).
    RePEc:aib:ibtjbs:v:14:y:2018:i:2:p:14-6.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Allen, H. ; Taylor, M.P. Chart analysis and the foreign exchange market. 1989 Review of Futures Markets. 8 288-319
    Paper not yet in RePEc: Add citation now
  2. Antoniou, A. ; Lam, H.Y.T. ; Paudyal, K. Profitability of momentum strategies in international markets: the role of business cycle variables and behavioural biases. 2007 Journal of Banking and Finance. 31 955-972

  3. Avramov, D. ; Chordia, T. ; Jostova, G. ; Philipov, A. Momentum and credit rating. 2007 The Journal of Finance. 62 2503-2520

  4. Burnside, A., Eichenbaum, M., Kleshchelski, I., Rebelo, S., 2008. Do peso problems explain the returns to the carry trade? NBER Working Papers 14054.

  5. Burnside, C. ; Eichenbaum, M. ; Rebelo, S. The returns to currency speculation in emerging markets. 2007 The American Economic Review. 97 333-338

  6. Chiang, T. ; Jiang, C. Foreign exchange returns over short and long horizons. 1995 International Review of Economics and Finance. 4 267-282

  7. Chong, T.T. ; Ip, H.T. Do momentum-based strategies work in emerging currency markets?. 2009 Pacific-Basin Finance Journal. 17 479-493

  8. Doukas, J.A. ; McKnight, P.J. European momentum strategies, information diffusion and investor conservatism. 2005 European Financial Management. 11 313-338

  9. Frankel, J. Flexible exchange rates: experience versus theory. 1989 Journal of Portfolio Management. 15 48-54
    Paper not yet in RePEc: Add citation now
  10. Galariotis, E.C. What should we know about momentum investing? The case of the Australian security exchange. 2010 Pacific-Basin Finance Journal. 18 369-389

  11. Gilmore, S. ; Hayashi, F. Emerging market currency excess returns. 2011 American Economic Journal. 3 85-111

  12. Griffin, J.M. ; Ji, X. ; Martin, J.S. Momentum investing and business cycle risk: evidence from pole to pole. 2003 The Journal of Finance. 58 2515-2547

  13. Grinold, R.C. The fundamental law of active management. 1989 Journal of Portfolio Management. 15 30-37
    Paper not yet in RePEc: Add citation now
  14. Harris, R.D.F. ; Yilmaz, F. A momentum trading strategy based on the low frequency component of the exchange rate. 2009 Journal of Banking & Finance. 33 1575-1585

  15. Huang, R.D. ; Stoll, H.R. The components of the bid-ask spread: a general approach. 1997 Review of Financial Studies. 10 995-1034

  16. Jegadeesh, N. ; Titman, S. Profitability of momentum strategies: an evaluation of alternative explanations. 2001 The Journal of Finance. 56 699-720

  17. Jegadeesh, N. ; Titman, S. Returns to buying winners and selling losers: implications for stock market efficiency. 1993 The Journal of Finance. 48 65-91

  18. Korajczyk, R.A. ; Sadka, R. Are momentum profits robust to trading costs?. 2004 The Journal of Finance. 59 1039-1082

  19. Kuang, P., Schroder, M., Wang, Q., 2010. Illusory profitability of technical analysis in emerging foreign exchange markets. Working Paper, Bangor University.

  20. LeBaron, B. Technical trading rule profitability and foreign exchange intervention. 1999 Journal of International Economics. 49 125-143

  21. Lee, C.I. ; Gleason, J.C. ; Mathur, I. Trading rule profits in Latin American currency spot rates. 2001 International Review of Financial Analysis. 10 135-156

  22. Lee, C.I. ; Mathur, I. Trading rule profits in European currency spot cross-rates. 1996 Journal of Banking and Finance. 20 949-962

  23. Lee, C.I. ; Pan, M.S. ; Liu, Y.A. On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules. 2001 Journal of International Financial Markets, Institutions & Money. 11 199-214

  24. Levich, R.M. ; Thomas, L.R. The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. 1993 Journal of International Money and Finance. 12 451-474

  25. Levy, R. Relative strength as a criterion for investment selection. 1967 The Journal of Finance. 22 595-610

  26. Liu, L.X.L., Warner, J.B., Zhang, L., 2006. Momentum Profits, Factor Pricing, and Macroeconomic Risk. Available at http://ssrn.com/abstract=936747.
    Paper not yet in RePEc: Add citation now
  27. Marsh, I.W. High frequency Markov switching models in the foreign exchange markets. 2000 Journal of Forecasting. 19 123-124
    Paper not yet in RePEc: Add citation now
  28. Melvin, M. ; Menkhoff, L. ; Schmeling, M. Exchange rate management in emerging markets: intervention via an electronic limit order book. 2009 Journal of International Economics. 79 54-63

  29. Menkoff, L., Lucio, S., Schmeling, M., Schrimpf, A., 2011. Currency momentum strategies. Working Paper, Leibniz University, Department of Economics.

  30. Neely, C.J. Technical analysis in the foreign exchange market: a layman's guide. 1997 Federal Reserve Bank of St. Louis Review. 79 23-38

  31. Neely, C.J. ; Weller, P.A. ; Ulrich, J.M. The adaptive markets hypothesis: evidence from the foreign exchange market. 2009 Journal of Financial and Quantitative Analysis. 44 467-488

  32. Okunev, J. ; White, D. Do momentum-based strategies still work in foreign currency markets?. 2003 Journal of Financial and Quantitative Analysis. 38 425-447

  33. Olson, D. Have trading rule profits in currency markets declined over time?. 2004 Journal of Banking & Finance. 28 85-105

  34. Pojarliev, M. Performance of currency trading strategies in developed and emerging markets: some striking differences. 2005 Financial Markets and Portfolio Management. 19 297-311

  35. Pukthuanthong-Le, K. ; Levich, R.M. ; Thomas, L.R. Do foreign exchange markets still trend?. 2007 The Journal of Portfolio Management. 34 114-118
    Paper not yet in RePEc: Add citation now
  36. Rachev, S. ; Jašić, T. ; Stoyanov, S. ; Fabozzi, F.J. Momentum strategies based on reward-risk stock selection criteria. 2007 Journal of Banking and Finance. 31 2325-2346

  37. Ramadorai, T. What determines transaction costs in foreign exchange markets?. 2008 International Journal of Finance and Economics. 13 14-25

  38. Serban, A.F. Combining mean reversion and momentum trading strategies in foreign exchange markets. 2010 Journal of Banking & Finance. 34 2720-2727

  39. Solnik, B. ; McLeavey, D. International Investments. 2004 Pearson/Addsion-Wesley: Boston, MA
    Paper not yet in RePEc: Add citation now
  40. Surajaras, P. ; Sweeney, R. Profit Making Speculation in Foreign Exchange Markets. 1992 Westview Press: Boulder, CO
    Paper not yet in RePEc: Add citation now
  41. Szakmary, A. ; Mathur, I. Central bank intervention and trading rule profits in foreign exchange markets. 1997 Journal of International Money and Finance. 16 513-535

  42. Taylor, M.P. ; Allen, H. The use of technical analysis in the foreign exchange market. 1992 Journal of International Money and Finance. 11 304-314

  43. Trethewey, S. ; Crack, T.F. Price momentum in the New Zealand stock market: a proper accounting for transactions costs and risk. 2010 Accounting and Finance. 50 941-965

  44. Zwart, G. ; Markwat, T. ; Swinkels, L. ; Dijk, D. The economic value of fundamental and technical information in emerging currency markets. 2009 Journal of International Money and Finance. 28 581-604

Cocites

Documents in RePEc which have cited the same bibliography

  1. Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan.
    In: Financial Innovation.
    RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

    Full description at Econpapers || Download paper

  2. What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market. (2025). , Keith ; Qin, Zhenjiang ; Dong, Liang ; Yu, BO.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500023x.

    Full description at Econpapers || Download paper

  3. The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Vo, Xuan Vinh ; Truc, Thi Nha ; Bertrand, Philippe ; Phan, Hong Hai.
    In: Post-Print.
    RePEc:hal:journl:hal-04092936.

    Full description at Econpapers || Download paper

  4. Belief-based momentum indicator and stock market return predictability. (2023). Xu, Yongan ; Li, Yan ; Huo, Jiale ; Liang, Chao.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002112.

    Full description at Econpapers || Download paper

  5. Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

    Full description at Econpapers || Download paper

  6. A new momentum measurement in the Chinese stock market. (2022). Li, Yan ; Liang, Chao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000543.

    Full description at Econpapers || Download paper

  7. Do oil price shocks have any implications for stock return momentum?. (2022). Balakumar, Suganya ; Dash, Saumya Ranjan ; Kang, Sang Hoon ; Maitra, Debasish.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

    Full description at Econpapers || Download paper

  8. Are Prominent Equity Market Anomalies in India Fading Away?. (2021). Subramaniam, Srividya ; Sehgal, Sanjay ; Sharma, Gagan.
    In: Global Business Review.
    RePEc:sae:globus:v:22:y:2021:i:1:p:255-270.

    Full description at Econpapers || Download paper

  9. Economic Policy Uncertainty and Stock Return Momentum. (2021). Caleiro, António ; Dash, Saumya Ranjan ; Mata, Mario Nuno ; Filipe, Jose Antonio ; Rita, Joo Xavier ; Goel, Garima.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:141-:d:522949.

    Full description at Econpapers || Download paper

  10. Mapping the scientific research on alternative momentum investing: a bibliometric analysis. (2021). Saravanan, Sivagandhi ; Singh, Simarjeet ; Jain, Preeti ; Walia, Nidhi.
    In: Journal of Economic and Administrative Sciences.
    RePEc:eme:jeaspp:jeas-11-2020-0185.

    Full description at Econpapers || Download paper

  11. Do monetary policy transparency and central bank communication reduce interest rate disagreement?. (2020). Jitmaneeroj, Boonlert ; Seelajaroen, Ruttachai ; Budsaratragoon, Pornanong.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:3:p:368-393.

    Full description at Econpapers || Download paper

  12. Pure momentum is priced. (2019). Wang, Yan ; Lazrak, Skander ; Welch, Robert ; Chen, Lemeng.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:22:y:2019:i:c:p:75-89.

    Full description at Econpapers || Download paper

  13. Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500. (2019). Vanstone, Bruce ; Hahn, Tobias ; Inglis, Nick.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:59:y:2019:i:s1:p:657-684.

    Full description at Econpapers || Download paper

  14. Information Uncertainty and Momentum Phenomenon Amidst Market Swings: Evidence From the Chinese Class A Share Market. (2018). Wu, Yuan ; Choudhry, Taufiq.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9241-x.

    Full description at Econpapers || Download paper

  15. DO STYLE MOMENTUM STRATEGIES PRODUCE ABNORMAL RETURNS: EVIDENCE FROM INDEX INVESTING. (2018). Liu, Zugang ; Wang, Jia.
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:12:y:2018:i:2:p:63-75.

    Full description at Econpapers || Download paper

  16. Does momentum work? Evidence from Vietnam stock market. (2018). Vo, Xuan Vinh ; Truong, Quang Binh.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:17:y:2018:i:c:p:10-15.

    Full description at Econpapers || Download paper

  17. The Effect of Global Crises on Momentum Profitability: Evidence from the Indian Stock Market. (2017). .
    In: Vision.
    RePEc:sae:vision:v:21:y:2017:i:1:p:1-12.

    Full description at Econpapers || Download paper

  18. Real determinants of stock split announcements. (2017). Chao, Chi-Chur ; Hu, May ; Young, Martin ; Malone, Chris.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:574-598.

    Full description at Econpapers || Download paper

  19. Australian momentum: performance, capacity and the GFC effect. (2017). Vanstone, Bruce ; Smith, Tom ; Hahn, Tobias.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:1:p:261-287.

    Full description at Econpapers || Download paper

  20. Reexamining momentum profits: Underreaction or overreaction to firm-specific information?. (2016). Singh, Vivek ; Hur, Jungshik.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0469-x.

    Full description at Econpapers || Download paper

  21. Effect of the Business Cycle on Investment Strategies: Evidence from Mexico. (2016). Montoya, Miguel ; Cervantes, Mauricio ; Bernal, Arturo L.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:11:y:2016:i:2:p:39-49.

    Full description at Econpapers || Download paper

  22. Effect of the Business Cycle on Investment Strategies: Evidence from Mexico Efecto del Ciclo Económico sobre Estrategias de Inversión: Evidencia para México. (2016). Montoya, Miguel Angel ; Cervantes, Mauricio ; Bernal, Arturo L.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:201606164.

    Full description at Econpapers || Download paper

  23. A macro-analysis of financial decisions: An examination of special dividend announcements. (2016). Chao, Chi-Chur ; Beladi, Hamid ; Hu, May.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:162-181.

    Full description at Econpapers || Download paper

  24. Momentum Effect in Indian Stock Market: A Sectoral Study. (2015). .
    In: Global Business Review.
    RePEc:sae:globus:v:16:y:2015:i:3:p:494-510.

    Full description at Econpapers || Download paper

  25. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong (Tony).
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157.

    Full description at Econpapers || Download paper

  26. Business cycle variation in positive feedback trading: Evidence from the G-7 economies. (2015). Deesomsak, Rataporn ; Chau, Frankie.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:147-159.

    Full description at Econpapers || Download paper

  27. Cross-sectional anomalies and volatility risk in different economic and market cycles. (2015). Peltomaki, Jarkko ; Aijo, Janne.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:12:y:2015:i:c:p:17-22.

    Full description at Econpapers || Download paper

  28. Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Wilkens, Marco ; Scholz, Hendrik ; Breloer, Bernhard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77.

    Full description at Econpapers || Download paper

  29. Momentum effect in stocks’ returns between the rational and the behavioural financial theories: Proposition of the progressive rationality. (2013). Zoghlami, Faten.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:2:y:2013:i:1:p:1-10.

    Full description at Econpapers || Download paper

  30. Momentum effect in stocks’ returns between the rational and the behavioural financial theories: Proposition of the progressive rationality. (2013). Zoghlami, Faten.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:2:y:2013:i:1:p:01-10.

    Full description at Econpapers || Download paper

  31. Attempt to resolve the momentum effect enigma: Proposition of investors’ progressive rationality. (2013). Zoghlami, Faten.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:14:y:2013:i:4:d:10.1057_jam.2013.15.

    Full description at Econpapers || Download paper

  32. Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets. (2013). Sehgal, Sanjay ; Jain, Sakshi ; Pr Laurence the Porteu de la Morandiere, .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:7:y:2013:i:2:p:53-78.

    Full description at Econpapers || Download paper

  33. The timing of 52-week high price and momentum. (2013). Hur, Jungshik ; Bhootra, Ajay.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3773-3782.

    Full description at Econpapers || Download paper

  34. Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets. (2012). Lee, Nicholas Rueilin.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:4:p:449-468.

    Full description at Econpapers || Download paper

  35. Combining value and momentum indicators in varying stock market conditions. (2012). Leivo, Timo H..
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:11:y:2012:i:4:p:400-447.

    Full description at Econpapers || Download paper

  36. Momentum, contrarian, and the January seasonality. (2012). Yao, Yaqiong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:10:p:2757-2769.

    Full description at Econpapers || Download paper

  37. Do momentum-based trading strategies work in emerging currency markets?. (2012). Tajaddini, Reza ; Crack, Timothy Falcon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:521-537.

    Full description at Econpapers || Download paper

  38. Enhancement of equity portfolio performance using data envelopment analysis. (2012). Pätäri, Eero ; Leivo, Timo ; Honkapuro, Samuli ; Patari, Eero.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:220:y:2012:i:3:p:786-797.

    Full description at Econpapers || Download paper

  39. Global equity fund performance, portfolio concentration, and the fundamental law of active management. (2011). Derwall, Jeroen ; Huij, Joop.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:155-165.

    Full description at Econpapers || Download paper

  40. What should investors know about the stability of momentum investing and its riskiness? The case of the Australian Security Exchange. (2010). Galariotis, Emilios.
    In: Post-Print.
    RePEc:hal:journl:hal-00917587.

    Full description at Econpapers || Download paper

  41. Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market. (2010). Narayan, Paresh ; Zheng, Xinwei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:5:p:509-520.

    Full description at Econpapers || Download paper

  42. What should we know about momentum investing? The case of the Australian Security Exchange. (2010). Galariotis, Emilios C..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:4:p:369-389.

    Full description at Econpapers || Download paper

  43. Sales order backlogs and momentum profits. (2010). Huang, Dayong ; Gu, LI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1564-1575.

    Full description at Econpapers || Download paper

  44. The wandering weekday effect in major stock markets. (2009). Doyle, John R. ; Chen, Catherine Huirong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:8:p:1388-1399.

    Full description at Econpapers || Download paper

  45. Dividends and price momentum. (2009). Asem, Ebenezer.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:3:p:486-494.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 08:00:47 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.