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.

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2. Is there an intraday reversal effect in commodity futures and options? Evidence from the Chinese market. (2024). Zheng, Luyuan ; Luo, Xingguo.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002865.

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3. Nominal price illusion, return skewness, and momentum. (2024). Yan, Shu ; Xu, Zheng ; Jia, Yuecheng ; Zhang, Runyu.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009292.

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4. Zoom in on momentum. (2024). Kim, Jun Yong.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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5. The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2.

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6. Comparing competing factor and characteristics models: Evidence in Japan. (2023). Chou, Pin-Huang ; Ko, Kuan-Cheng ; Rhee, Ghon S.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002500.

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7. Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan. (2023). Hsiao, Yu-Jen ; Lo, Wen-Chi ; Yang, Nien-Tzu ; Ho, Hsiao-Wei.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002226.

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8. Can central banks be heard over the sound of gunfire?. (2023). Talavera, Oleksandr ; Gao, GE ; Nikolskorzhevskyy, Alex.
   In: Journal of Financial Research.
   RePEc:bla:jfnres:v:46:y:2023:i:s1:p:s183-s203.

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9. Can Central Banks Be Heard Over the Sound of Gunfire?. (2023). Talavera, Oleksandr ; Gao, GE ; Nikolsko-Rzhevskyy, Alex.
   In: Discussion Papers.
   RePEc:bir:birmec:23-09.

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10. Momentum investing: a systematic literature review and bibliometric analysis. (2022). Singh, Simarjeet ; Walia, Nidhi.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00205-6.

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11. Strategies in Retirement Fund Selection in the Mexican Retirement Market 1997-2018. (2021). Samaniego, Angel ; Rodríguez-Reyes, Luis ; Pasillas, Mireya ; Rodriguez-Reyes, Luis Raul.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:16:y:2021:i:tnea:a:7.

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12. Momentum life cycle, revisited. (2021). Chen, Tsung-Yu ; Chou, Pin-Huang ; Rhee, Ghon S ; Hsieh, Chia-Hsun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000777.

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13. Non-parametric momentum based on ranks and signs. (2021). Chen, Tsung-Yu ; Chou, Pin-Huang ; Ko, Kuan-Cheng ; Rhee, Ghon S.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:60:y:2021:i:c:p:94-109.

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14. Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?. (2020). Ahmed, Mohamed ; Alhadab, Mohammad.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:78:y:2020:i:c:p:355-371.

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15. Aggregate profit instability and time variations in momentum returns: Evidence from China. (2020). Yin, Libo ; Wei, YA.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303683.

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16. Asset growth, style investing, and momentum. (2019). Chou, Pin-Huang ; Yang, Nien-Tzu ; Ko, Kuan-Cheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:108-124.

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1. Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market. (2022). Zhou, Wei-Xing ; Shi, Huai-Long.
   In: Papers.
   RePEc:arx:papers:1910.13115.

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2. Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies. (2019). Hudson, Robert ; Gebka, Bartosz ; Yang, Yunlin.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:47:y:2019:i:c:p:78-101.

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3. Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:525:y:2019:i:c:p:349-372.

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4. The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Anderson, Keith ; Ikizlerli, Deniz.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

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5. Asset growth, style investing, and momentum. (2019). Chou, Pin-Huang ; Yang, Nien-Tzu ; Ko, Kuan-Cheng.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:98:y:2019:i:c:p:108-124.

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6. Who trades on momentum?. (2019). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:42:y:2019:i:c:p:56-74.

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7. Momentum and reversal: The role of short selling. (2019). Zhu, Zhaobo ; Duan, Xinrui ; Sun, Licheng ; Tu, Jun.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:104:y:2019:i:c:p:95-110.

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8. Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). Li, Kai ; He, Xuezhong (Tony) ; Wang, Chuncheng.
   In: Published Paper Series.
   RePEc:uts:ppaper:2018-1.

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9. A two-stage study of momentum investing in Asia: A case of cognitive dissonance?. (2018). Pirie, Scott ; To, Ronald King.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:44:y:2018:i:c:p:340-349.

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10. Equity market momentum: A synthesis of the literature and suggestions for future work. (2018). Subrahmanyam, Avanidhar.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:291-296.

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11. Momentum in Imperial Russia. (2018). Goetzmann, William ; Huang, Simon.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:3:p:579-591.

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12. Time-series momentum in nearly 100 years of stock returns. (2018). Yao, Yaqiong ; Wang, Jiaguo ; Lim, Bryan Y.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:97:y:2018:i:c:p:283-296.

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13. Momentum and funding conditions. (2018). Garcia-Feijoo, Luis ; Jensen, Tyler K.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:312-329.

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14. The MAX effect: Lottery stocks with price limits and limits to arbitrage. (2018). Hung, Weifeng ; Yang, Jimmy J.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:41:y:2018:i:c:p:77-91.

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15. Momentum lost and found in corporate bond returns. (2018). Ho, Hwai-Chung ; Wang, Hsiao-Chuan.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:38:y:2018:i:c:p:60-82.

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16. Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

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17. The 52-week high, momentum, and investor sentiment. (2018). Hao, Ying ; Chou, Robin K ; Yang, Nien-Tzu ; Ko, Kuan-Cheng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:167-183.

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18. Persistency of the momentum effect. (2018). Chou, Pinhuang ; Chen, Hongyi ; Hsieh, Chiahsun.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

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19. Multimodal deep learning for short-term stock volatility prediction. (2018). Manandhar, Suresh ; Sardelich, Marcelo.
    In: Papers.
    RePEc:arx:papers:1812.10479.

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20. Analysts and sentiment: A causality study. (2017). Kaplanski, Guy ; Levy, Haim.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:315-327.

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21. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Ali, Sajid ; Raza, Naveed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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22. Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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23. Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange. (2017). Siriopoulos, Costas ; Philippas, Dionisis ; Kariofyllas, Spyridon.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:54:y:2017:i:c:p:54-62.

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24. The Roles of Investor Sentiment in Malaysian Stock Market. (2016). Ahmad, Zamri ; Tuyon, Jasman ; Matahir, Hylmee.
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
    RePEc:usm:journl:aamjaf012s1_43-75.

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25. Investor Sentiment and Stock Returns: Evidence from the Athens Stock Exchange. (2016). Chowdhury, Shah ; Gizelis, Demetrios .
    In: MPRA Paper.
    RePEc:pra:mprapa:71243.

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26. Investor Sentiment and Sector Returns. (2016). Sherif, Mo ; Jones, Edward ; Salhin, Ahmed.
    In: CFI Discussion Papers.
    RePEc:hwe:cfidps:1602.

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27. Investor sentiment, stock mispricing, and long-term growth expectations. (2016). Miwa, Kotaro.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:414-423.

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28. Profitability of return and sentiment-based investment strategies in US futures markets. (2016). Bahloul, Walid ; Bouri, Abdelfettah.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:254-270.

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29. Investor sentiment and aggregate volatility pricing. (2016). Yaakoubi, Soumaya ; Labidi, Chiraz.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:53-63.

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30. Analysts’ preference for growth investing and vulnerability to market-wide sentiment. (2016). Miwa, Kotaro ; Ueda, Kazuhiro.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:40-52.

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31. Momentum profits, market cycles, and rebounds: Evidence from Germany. (2016). Kaufmann, Philipp ; Bohl, Martin T ; Czaja, Marc-Gregor.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:139-159.

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32. Melancholia and Japanese stock returns – 2003 to 2012. (2016). Smales, Lee ; Durand, Robert B ; Khuu, Joyce.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pb:p:424-437.

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33. Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange. (2016). Hung, Pi-Hsia.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:124-140.

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34. Market dynamics and momentum in the Taiwan stock market. (2016). Feng, Zhi-Xiang ; Yang, Nien-Tzu ; Ko, Kuan-Cheng ; Lin, Chaonan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:38:y:2016:i:c:p:59-75.

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35. Investor mood, herding and the Ramadan effect. (2016). Tsalavoutas, Ioannis ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:132:y:2016:i:s:p:23-38.

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36. Stock return predictability and investor sentiment: A high-frequency perspective. (2016). Najand, Mohammad ; Sun, Licheng ; Shen, Jiancheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:73:y:2016:i:c:p:147-164.

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37. Momentum and downside risk. (2016). Kim, Tong Suk ; Min, Byoung-Kyu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:s:p:s104-s118.

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38. Cash flow news, discount rate news, and momentum. (2016). Kayacetin, Nuri Volkan ; Celiker, Umut ; Kumar, Raman ; Sonaer, Gokhan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:c:p:240-254.

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39. Commodities momentum: A behavioral perspective. (2016). Drew, Michael ; Bianchi, Robert ; Fan, John Hua.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

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40. What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?. (2016). Chou, Pin-Huang ; Hsieh, Chia-Hsun ; Shen, Carl Hsin-Han.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:29:y:2016:i:c:p:47-65.

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41. Does investor sentiment really matter?. (2016). Deesomsak, Rataporn ; Chau, Frankie ; Koutmos, Dimitrios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:221-232.

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42. The roles of past returns and firm fundamentals in driving US stock price movements. (2016). Wu, Eliza ; Hong, Kihoon.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:43:y:2016:i:c:p:62-75.

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43. A risk-return explanation of the momentum-reversal “anomaly”. (2016). Leung, Wai Kin ; Fung, Hung-Gay ; Booth, Geoffrey G.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:35:y:2016:i:c:p:68-77.

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44. Media-expressed negative tone and firm-level stock returns. (2016). Hutson, Elaine ; Liu, Sha ; Ahmad, Khurshid ; Han, Jingguang ; Kearney, Colm.
    In: Journal of Corporate Finance.
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50. Shouldnt all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking. (2013). Xie, Jun ; Yang, Chunpeng.
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