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2. Asset allocation with time series momentum and reversal. (2018). Li, Youwei ; He, Xuezhong.
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1. Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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2. 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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3. Factors and Sectors in Asset Allocation: Stronger Together?. (2018). Szafarz, Ariane ; Briere, Marie.
   In: Working Papers CEB.
   RePEc:sol:wpaper:2013/269054.

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4. Enhancement of value investing strategies based on financial statement variables: the German evidence. (2018). Pätäri, Eero ; Samuli, J V ; Hulkkonen, Janne ; Leivo, Timo H ; Patari, Eero J.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:51:y:2018:i:3:d:10.1007_s11156-017-0689-y.

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5. Leverage constraints and asset prices: Insights from mutual fund risk taking. (2018). Boguth, Oliver ; Simutin, Mikhail.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:127:y:2018:i:2:p:325-341.

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6. Market states, sentiment, and momentum in the corporate bond market. (2018). Li, Lifang ; Galvani, Valentina.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:89:y:2018:i:c:p:249-265.

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7. Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

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8. Evolution of historical prices in momentum investing. (2018). Chen, Li-Wen ; Wang, Wen-Kai ; Yu, Hsin-Yi.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:37:y:2018:i:c:p:120-135.

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9. 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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10. Residual momentum in Japan. (2018). Chang, Rosita P ; Rhee, Ghon S ; Nakano, Shinji ; Ko, Kuan-Cheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:283-299.

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11. Macroeconomic determinants of stock market betas. (2018). Gonzalez, Mariano ; Rubio, Gonzalo ; Nave, Juan .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:26-44.

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12. Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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13. Momentum and crash sensitivity. (2018). Ruenzi, Stefan ; Weigert, Florian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:165:y:2018:i:c:p:77-81.

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14. Optimal combination of currency strategies. (2018). Laborda, Ricardo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:43:y:2018:i:c:p:129-140.

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15. Momentum and Crash Sensitivity. (2017). Ruenzi, Stefan ; Weigert, Florian.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:01.

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16. Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches. (2017). Li, Youwei ; Liu, Jiadong ; Fan, Minyou.
    In: MPRA Paper.
    RePEc:pra:mprapa:83510.

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17. The role of correlation in risk profile portfolios. (2017). Vandenbroucke, Jurgen.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0026-3.

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18. Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

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19. Dynamic Momentum and Contrarian Trading. (2017). Dobrynskaya, Victoria.
    In: HSE Working papers.
    RePEc:hig:wpaper:61/fe/2017.

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20. Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads. (2017). Jahan-Parvar, Mohammad ; Schindler, John W ; Rosen, Samuel ; Aramonte, Sirio.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1212.

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21. Flight to quality and the predictability of reversals: The role of market states and global factors. (2017). Demirer, Riza ; Yuksel, Aydin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1445-1454.

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22. A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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23. Dynamic portfolio optimization with ambiguity aversion. (2017). Zhang, Jinqing ; Jin, Zeyu .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:79:y:2017:i:c:p:95-109.

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24. The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2017:v:18:i:2:lobao.

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25. The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2017:v:18:i:1:lobao.

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26. Testing momentum effectfor the US market: From equity to option strategies. (2017). Dapena, Jose ; Serur, Juan A ; Siri, Julian R.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:621.

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27. Reversing Momentum: The Optimal Dynamic Momentum Strategy. (2016). Li, Kai ; Liu, Jun.
    In: Research Paper Series.
    RePEc:uts:rpaper:370.

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28. Dynamic asset–liability management in a Markov market with stochastic cash flows. (2016). Yao, Haixiang ; Li, Yong ; Hao, Zhifeng .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:10:p:1575-1597.

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29. Volatility Managed Portfolios. (2016). Moreira, Alan ; Muir, Tyler.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22208.

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30. Beating the DAX, MDAX, and SDAX: investment strategies in Germany. (2016). Regele, Tobias ; Franz, Friedrich-Carl .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:30:y:2016:i:2:d:10.1007_s11408-016-0268-6.

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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. Does style-shifting activity predict performance? Evidence from equity mutual funds. (2016). Herrmann, Ulf ; Scholz, Hendrik ; Rohleder, Martin.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:59:y:2016:i:c:p:112-130.

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33. A trend factor: Any economic gains from using information over investment horizons?. (2016). Han, Yufeng ; Zhu, Yingzi ; Zhou, Guofu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:2:p:352-375.

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34. Momentum crashes. (2016). Daniel, Kent ; Moskowitz, Tobias J.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:2:p:221-247.

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35. Time series momentum and volatility scaling. (2016). Kim, Abby Y ; Wald, John K ; Tse, Yiuman.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:30:y:2016:i:c:p:103-124.

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36. 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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37. Media-expressed negative tone and firm-level stock returns. (2016). Kearney, Colm ; Hutson, Elaine ; Liu, Sha ; Han, Jingguang ; Ahmad, Khurshid .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

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38. Expected skewness and momentum. (2016). Weber, Martin ; Jacobs, Heiko ; Regele, Tobias .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11455.

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39. The Excess Returns of Quality Stocks: A Behavioral Anomaly. (2016). thesmar, david ; Landier, Augustin ; Bouchaud, Jean-Philippe ; Simon, Guillaume ; Ciliberti, Stefano.
    In: Papers.
    RePEc:arx:papers:1601.04478.

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40. Specialized human capital, unemployment risk, and the value premium. (2015). Jank, Stephan .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113214.

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41. Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112872.

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42. Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1501.

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43. Momentum in Imperial Russia. (2015). Goetzmann, William ; Huang, Simon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21700.

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44. Fundamentally, Momentum is Fundamental Momentum. (2015). Novy-Marx, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20984.

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45. Robustness of stable volatility strategies. (2015). Branger, Nicole ; Zieling, Daniel ; Mahayni, Antje.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:60:y:2015:i:c:p:134-151.

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46. Who trades on momentum?. (2014). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan .
    In: Discussion Papers.
    RePEc:zbw:bubdps:422014.

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47. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20660.

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48. Momentum Trading, Return Chasing and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-27.

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49. Two centuries of trend following. (2014). Deremble, C. ; Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P..
    In: Papers.
    RePEc:arx:papers:1404.3274.

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50. Information ratio analysis of momentum strategies. (2014). Silva, Christian A. ; Yen, Ju-Yi ; Ferreira, Fernando F..
    In: Papers.
    RePEc:arx:papers:1402.3030.

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