1. Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply. (2024). Smallwood, Aaron ; Chudik, Alexander ; Choi, Chi-Young.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:98241.

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2. Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris.
   In: Real Estate Economics.
   RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485.

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3. Sentiment Shock and Housing Prices: Evidence from Korea. (2022). Pyo, Dong-Jin.
   In: KDI Journal of Economic Policy.
   RePEc:zbw:kdijep:267887.

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4. 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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5. On the Relation between Innovation and Housing Prices – A Metro Level Analysis of the US Market. (2022). He, Zhaozhao ; Yi, Yao ; Beracha, Eli ; Wintoki, Babajide M.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:65:y:2022:i:4:d:10.1007_s11146-021-09852-2.

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6. FEAR Index, city characteristics, and housing returns. (2022). Saydometov, Sergiy ; Sabherwal, Sanjiv ; Aroul, Ramya Rajajagadeesan.
   In: Real Estate Economics.
   RePEc:bla:reesec:v:50:y:2022:i:1:p:173-205.

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7. Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590.

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8. Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis. (2021). Escobari, Diego ; Damianov, Damian.
   In: Real Estate Economics.
   RePEc:bla:reesec:v:49:y:2021:i:4:p:1201-1237.

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9. Industry momentum: an exchange‐traded funds approach. (2021). Vanstone, Bruce ; Hahn, Tobias ; Earea, Dean.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:61:y:2021:i:3:p:4007-4024.

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10. Momentum Strategies with Home Price Indices and Stocks. (2020). Li, Yuming ; Yang, Jing.
    In: International Real Estate Review.
    RePEc:ire:issued:v:23:n:02:2020:p:861-892.

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11. Momentum Strategies with Home Price Indices and Stocks. (2020). Li, Yuming ; Yang, Jing.
    In: International Real Estate Review.
    RePEc:ire:issued:v:23:n:02:2020:p:235-266.

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12. TIME-SERIES AND CROSS-SECTIONAL MOMENTUM IN INDIAN STOCK MARKET. (2020). Singh, Simarjeet ; Walia, Nidhi.
    In: Copernican Journal of Finance & Accounting.
    RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:161-176.

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13. Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis. (2019). Escobari, Diego ; Damianov, Damian S.
    In: MPRA Paper.
    RePEc:pra:mprapa:92389.

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14. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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15. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-319-91530-2.

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16. 151 Trading Strategies. (2018). Kakushadze, Zura ; Serur, Juan Andres.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-030-02792-6.

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17. What Causes the Positive Price-Turnover Correlation in European Housing Markets?. (2018). Dröes, Martijn ; Droes, Martijn I ; Francke, Marc K.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:57:y:2018:i:4:d:10.1007_s11146-017-9602-7.

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18. 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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19. U.S. metropolitan house price dynamics. (2018). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven ; Engblom, Janne.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:105:y:2018:i:c:p:54-69.

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20. U.S. Metropolitan House Price Dynamics. (2017). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven ; Engblom, Janne.
    In: LARES.
    RePEc:lre:wpaper:lares_2017_paper_25.

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21. Price linkages between Australian housing and stock markets. (2017). Lee, Ming-Te ; Liao, Chien-Ya.
    In: International Journal of Housing Markets and Analysis.
    RePEc:eme:ijhmap:ijhma-05-2016-0037.

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22. What causes the Positive Price-Turnover Correlation in European Housing Markets?. (2016). Dröes, Martijn ; Bao, TE ; Schippers, Anouk L ; Soetevent, Adriaan R.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160008.

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23. Differences in housing price dynamics across cities: A comparison of different panel model specifications. (2016). Oikarinen, Elias.
    In: Urban Studies.
    RePEc:sae:urbstu:v:53:y:2016:i:11:p:2312-2329.

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24. The Impact of Momentum Factors on Multi Asset Portfolio. (2016). Isiksal, Aliya Zhakanova ; Backhaus, Achim.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:4:p:146-169.

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25. Momentum Strategies and Investor Sentiment in the REIT Market. (2016). Hao, Ying ; Lin, Lin ; Ko, Kuan-Cheng ; Chu, Hsiang-Hui.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:1:p:41-71.

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26. Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble. (2015). Escobari, Diego ; Damianov, Damian.
    In: MPRA Paper.
    RePEc:pra:mprapa:65765.

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27. OPTIMIZATION OF THE VARIABLES SELECTION IN THE PROCESS OF REAL ESTATE MARKETS RATING. (2015). Renigier-Bilozor, Malgorzata.
    In: Oeconomia Copernicana.
    RePEc:pes:ieroec:v:6:y:2015:i:4:p:139-157.

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28. Industry Concentration and Regional Housing Market Performance. (2015). Barth, James ; Benefield, Justin D ; Hollans, Harris.
    In: Journal of Regional Analysis and Policy.
    RePEc:ags:jrapmc:243985.

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29. Regional differences in housing price dynamics: Panel data evidence. (2014). Oikarinen, Elias ; Engblom, Janne.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp94.

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30. Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). Pérez de Gracia, Fernando ; GUPTA, RANGAN ; Gil-Alana, Luis.
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31. Findings from a Cross-Sectional Housing Risk-Factor Model. (2013). Skiba, Hilla ; Beracha, Eli.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:2:p:289-309.

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1. Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2. Options-implied information and the momentum cycle. (2021). Liu, Ming-Yu ; Chuang, Wen-I, ; Lo, Chien-Ling.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300343.

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3. Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market. (2020). Yang, Sharon S ; Chen, Hong-Yi.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19306493.

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4. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Ma, Liang ; Hirshleifer, David ; Chu, Yongqiang.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672.

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5. 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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6. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2017). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:24144.

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7. Impact of short selling restrictions on informed momentum trading: Australian evidence. (2017). Leung, Henry ; Gao, Yang.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:45:y:2017:i:c:p:103-115.

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8. 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.

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9. Momentum Strategies and Investor Sentiment in the REIT Market. (2016). Hao, Ying ; Lin, Lin ; Ko, Kuan-Cheng ; Chu, Hsiang-Hui.
   In: International Review of Finance.
   RePEc:bla:irvfin:v:16:y:2016:i:1:p:41-71.

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10. Turnover: Liquidity or Uncertainty?. (2014). Barinov, Alexander.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:10:p:2478-2495.

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11. Exploiting stochastic dominance to generate abnormal stock returns. (2014). Clark, Ephraim ; Kassimatis, Konstantinos.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:20:y:2014:i:c:p:20-38.

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12. Short selling and stock returns: Evidence from the UK. (2013). Hodgkinson, Lynn ; Wells, JO ; Jaafar, Aziz ; Mohamad, Azhar.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:45:y:2013:i:2:p:125-137.

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13. The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks. (2012). Badreddine, Sina ; Holmes, Phil ; Galariotis, Emilios C..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:589-608.

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14. The determinants of short selling: evidence from the Hong Kong equity market. (2012). Henry, Ólan ; McKenzie, Michael.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:52:y:2012:i::p:183-216.

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15. Testing the growth option theory: the profitability of enhanced momentum strategies in Australia. (2012). Ho, Tuan Q. ; Zeng, QI ; Aharoni, Gil.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:52:y:2012:i:2:p:267-290.

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16. Feasible momentum strategies in the US stock market. (2011). Schmid, Markus ; Moellenbeck, Marcel ; Ammann, Manuel.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:11:y:2011:i:6:d:10.1057_jam.2010.22.

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17. Momentum in Residential Real Estate. (2011). Skiba, Hilla ; Beracha, Eli.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:3:p:299-320.

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18. Momentum and the Disposition Effect: The Role of Individual Investors. (2010). Singh, Vivek ; SHARMA, VIVEK ; Pritamani, Mahesh ; Hur, Jungshik.
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:3:p:1155-1176.

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19. SHORT ARBITRAGE, RETURN ASYMMETRY AND THE ACCRUAL ANOMALY. (2009). Teoh, Siew Hong ; Hirshleifer, David ; Yu, Jeff Jiewei.
    In: MPRA Paper.
    RePEc:pra:mprapa:16487.

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20. Low-cost momentum strategies. (2009). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:9:y:2009:i:6:d:10.1057_jam.2008.28.

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21. Opinion Divergence Among Professional Investment Managers. (2008). Potter, Mark E ; Meng, Ginger J ; Hu, Gang.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:35:y:2008:i:5-6:p:679-703.

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22. Low-Cost Momentum Strategies. (2007). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2007-12.

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23. Do short-sellers arbrtrage accrual-based return anomalies?. (2007). Yu, Jeff ; Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5510.

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24. The Determinnts of Short Selling in the Hong Kong Equities Market. (2007). Henry, Ólan ; McKenzie, Michael.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1001.

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25. Discussion of Short Sales Constraints and Momentum in Stock Returns. (2006). Thomas, Steve.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:3-4:p:616-631.

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