Using data from 56 markets, we find that short-term reversal, post-earnings drift, and
momentum strategies earn similar returns in emerging and developed markets. Variance …

This comprehensive reference delivers a toolkit for harvesting market rewards from a wide
range of investments. Written by a world-renowned industry expert, the reference discusses …

This paper investigates the extent to which institutional herding at the industry level is
motivated by intent. We assess intent using both market and sector states based on three …

Purpose This study aims to recognize the current dynamics, prolific contributors and salient
trends and propose future research directions in the area of alternative momentum investing …

We are the first to investigate the cross-section of stock returns in the new emerging equity
markets, the so-called frontier emerging markets. Our unique survivorship-bias free data set …

This paper reexamines the apparent success of two prominent stock trading strategies: long-
term contrarian and intermediate-term momentum. The paper demonstrates that long-term …

The study examines the implications of structural oil price shocks on one of the most widely
observed and pervasive momentum anomalies. We use a structural vector autoregression …

We explore the missing momentum effect in the Chinese stock market from the perspective
of individual investor preference. Creating a comprehensive individual investor preference …

We develop a model in which overconfident investors overestimate their own signal quality
but are skeptical of others' Investors who are initially uninformed believe that early-informed …

We investigate the relationship between free float and stock market liquidity using a sample
covering 55 countries from 2003 to 2011. We find that stocks with higher free float have a …