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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.
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2. Maximum drawdown, recovery, and momentum. (2021). Choi, Jae Hyung.
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3. Factor Pricing in Commodity Futures and the Role of Liquidity. (2017). CHONG, Terence Tai Leung ; Chan, Wing ; Tsui, Chun .
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8. Are Value, Size and Momentum Premiums in CEE Emerging Markets only Illusionary?. (2015). Konieczka, Przemyslaw ; Zaremba, Adam.
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9. Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model. (2015). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar.
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10. Decomposition of book-to-market and the cross-section of returns for Chinese shares. (2015). Chatterjee, Sris ; Cakici, Nusret ; Topyan, Kudret.
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11. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong (Tony).
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17. Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model. (2014). Masih, Abul ; Bacha, Obiyathulla ; Masih, A. Mansur M., ; Dewandaru, Ginanjar.
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22. Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World. (2014). Zhang, Chendi ; Edmans, Alex ; Li, Lucius.
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24. Momentum Trading, Return Chasing and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
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30. Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures. (2014). Tan, Sinan ; Cakici, Nusret.
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31. Conditional risk premia in currency markets and other asset classes. (2014). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin.
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33. Exploiting commodity momentum along the futures curves. (2014). de Groot, Wilma ; Zhou, Weili ; Karstanje, Dennis .
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34. Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Wilkens, Marco ; Scholz, Hendrik ; Breloer, Bernhard.
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35. Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula.
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36. Does revenue momentum drive or ride earnings or price momentum?. (2014). Lee, Cheng Few ; Chen, Sheng-Syan ; Hsin, Chin-Wen.
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40. Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914). (2014). Mensah, Lord ; Annaert, Jan.
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41. Price and earnings momentum: An explanation using return decomposition. (2014). Wei, K. C. John, ; Mao, Mike Qinghao.
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42. The Evolving Beta-Liquidity Relationship of Hedge Funds. (2014). Stefanova, Denitsa ; Siegmann, Arjen.
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43. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
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44. Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World. (2014). Edmans, Alex ; Li, Lucius ; Zhang, Chendi.
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45. Two centuries of trend following. (2014). Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P. ; Deremble, C..
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46. Information ratio analysis of momentum strategies. (2014). Yen, Ju-Yi ; Ferreira, Fernando F. ; Silva, Christian A..
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47. Tail Risk Premia and Return Predictability. (2014). Bollerslev, Tim ; Todorov, Viktor ; Xu, Lai.
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48. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
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49. Asset Pricing in the Dark: The Cross Section of OTC Stocks. (2013). Ang, Andrew ; Tetlock, Paul C. ; Shtauber, Assaf A..
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50. Discount rates, market frictions and the mystery of the size premium. (2013). de Oliveira Souza, Thiago ; Thiago de Oliveira Souza, .
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