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References from When is a breakout informative? Market conditions and technical signals. Local targets link to admitted publications; unresolved targets remain external evidence.
Illiquidity and stock returns: Cross-section and time-series effects
10.1016/s1386-4181(01)00024-6 · 2002 · External reference
Regime changes and financial markets
10.1146/annurev-financial-110311-101808 · 2012 · External reference
Cognitive dissonance, sentiment, and momentum
10.1017/s0022109012000592 · 2013 · External reference
Market dynamics and momentum profits
10.1017/s0022109010000542 · 2010 · External reference
Asset pricing models and financial market anomalies
10.1093/rfs/hhj025 · 2006 · External reference
Momentum and credit rating
10.1111/j.1540-6261.2007.01282.x · 2007 · External reference
Technical trading revisited: False discoveries, persistence tests, and transaction costs
10.1016/j.jfineco.2012.06.001 · 2012 · External reference
Measuring economic policy uncertainty
10.1093/qje/qjw024 · 2016 · External reference
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
10.1016/s0304-405x(96)00890-2 · 1997 · External reference
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
10.1016/j.jfineco.2021.02.009 · 2021 · External reference
Momentum has its moments
10.1016/j.jfineco.2014.11.010 · 2015 · External reference
Controlling the false discovery rate
10.1111/j.2517-6161.1995.tb02031.x · 1995 · External reference
On persistence in mutual fund performance
10.1111/j.1540-6261.1997.tb03808.x · 1997 · External reference
Momentum, business cycle, and time-varying expected returns
10.1111/1540-6261.00449 · 2002 · External reference
Market states and momentum
10.1111/j.1540-6261.2004.00665.x · 2004 · External reference
Measuring mutual fund performance with characteristic-based benchmarks
1997 · External reference
Momentum crashes
10.1016/j.jfineco.2015.12.002 · 2016 · External reference
A multifactor perspective on volatility-managed portfolios
10.1111/jofi.13395 · 2024 · External reference
Common risk factors in the returns on stocks and bonds
10.1016/0304-405x(93)90023-5 · 1993 · External reference
A five-factor asset pricing model
10.1016/j.jfineco.2014.10.010 · 2015 · External reference
Measuring fund strategy and performance in changing economic conditions
10.1111/j.1540-6261.1996.tb02690.x · 1996 · External reference
The 52-week high and momentum investing
10.1111/j.1540-6261.2004.00695.x · 2004 · External reference
Momentum turning points
10.1016/j.jfineco.2023.05.007 · 2023 · External reference
A new anomaly: The cross-sectional profitability of technical analysis
10.1017/s0022109013000586 · 2013 · External reference
A test for superior predictive ability
10.1198/073500105000000063 · 2005 · External reference
…and the cross-section of expected returns
10.1093/rfs/hhv059 · 2016 · External reference
Bad news travels slowly: Size, analyst coverage, and the profitability of momentum strategies
10.1111/0022-1082.00206 · 2000 · External reference
A unified theory of underreaction, momentum trading, and overreaction in asset markets
10.1111/0022-1082.00184 · 1999 · External reference
Returns to buying winners and selling losers: Implications for stock market efficiency
10.1111/j.1540-6261.1993.tb04702.x · 1993 · External reference
A new interpretation of information rate
10.1002/j.1538-7305.1956.tb03809.x · 1956 · External reference
Understanding momentum and reversal
10.1016/j.jfineco.2020.06.024 · 2021 · External reference
The 52-week high momentum strategy in international stock markets
10.1016/j.jimonfin.2010.08.004 · 2011 · External reference
Equity premium predictability over the business cycle
10.1017/s0022109025102093 · 2026 · External reference
Estimating standard errors in finance panel data sets: Comparing approaches
10.1093/rfs/hhn053 · 2009 · External reference
The stationary bootstrap
10.1080/01621459.1994.10476870 · 1994 · External reference
Firm-specific attributes and the cross-section of momentum
10.1016/j.jfineco.2006.02.002 · 2007 · External reference
Data-snooping, technical trading rule performance, and the bootstrap
10.1111/0022-1082.00163 · 1999 · External reference
Market volatility and momentum
10.1016/j.jempfin.2014.11.009 · 2015 · External reference
A comprehensive look at the empirical performance of equity premium prediction
10.1093/rfs/hhm014 · 2008 · External reference
Information uncertainty and stock returns
10.1111/j.1540-6261.2006.00831.x · 2006 · External reference
A new interpretation of information rate
10.1002/j.1538-7305.1956.tb03809.x · ExternalCitation · doi-reference
Common risk factors in the returns on stocks and bonds
10.1016/0304-405x(93)90023-5 · ExternalCitation · doi-reference
Market volatility and momentum
10.1016/j.jempfin.2014.11.009 · ExternalCitation · doi-reference
Firm-specific attributes and the cross-section of momentum
10.1016/j.jfineco.2006.02.002 · ExternalCitation · doi-reference
Technical trading revisited: False discoveries, persistence tests, and transaction costs
10.1016/j.jfineco.2012.06.001 · ExternalCitation · doi-reference
A five-factor asset pricing model
10.1016/j.jfineco.2014.10.010 · ExternalCitation · doi-reference
Momentum has its moments
10.1016/j.jfineco.2014.11.010 · ExternalCitation · doi-reference
Momentum crashes
10.1016/j.jfineco.2015.12.002 · ExternalCitation · doi-reference
Understanding momentum and reversal
10.1016/j.jfineco.2020.06.024 · ExternalCitation · doi-reference
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
10.1016/j.jfineco.2021.02.009 · ExternalCitation · doi-reference
Momentum turning points
10.1016/j.jfineco.2023.05.007 · ExternalCitation · doi-reference
The 52-week high momentum strategy in international stock markets
10.1016/j.jimonfin.2010.08.004 · ExternalCitation · doi-reference
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
10.1016/s0304-405x(96)00890-2 · ExternalCitation · doi-reference
Illiquidity and stock returns: Cross-section and time-series effects
10.1016/s1386-4181(01)00024-6 · ExternalCitation · doi-reference
Market dynamics and momentum profits
10.1017/s0022109010000542 · ExternalCitation · doi-reference
Cognitive dissonance, sentiment, and momentum
10.1017/s0022109012000592 · ExternalCitation · doi-reference
A new anomaly: The cross-sectional profitability of technical analysis
10.1017/s0022109013000586 · ExternalCitation · doi-reference
Equity premium predictability over the business cycle
10.1017/s0022109025102093 · ExternalCitation · doi-reference
The stationary bootstrap
10.1080/01621459.1994.10476870 · ExternalCitation · doi-reference
Measuring economic policy uncertainty
10.1093/qje/qjw024 · ExternalCitation · doi-reference
Asset pricing models and financial market anomalies
10.1093/rfs/hhj025 · ExternalCitation · doi-reference
A comprehensive look at the empirical performance of equity premium prediction
10.1093/rfs/hhm014 · ExternalCitation · doi-reference
Estimating standard errors in finance panel data sets: Comparing approaches
10.1093/rfs/hhn053 · ExternalCitation · doi-reference
…and the cross-section of expected returns
10.1093/rfs/hhv059 · ExternalCitation · doi-reference
Data-snooping, technical trading rule performance, and the bootstrap
10.1111/0022-1082.00163 · ExternalCitation · doi-reference
A unified theory of underreaction, momentum trading, and overreaction in asset markets
10.1111/0022-1082.00184 · ExternalCitation · doi-reference
Bad news travels slowly: Size, analyst coverage, and the profitability of momentum strategies
10.1111/0022-1082.00206 · ExternalCitation · doi-reference
Momentum, business cycle, and time-varying expected returns
10.1111/1540-6261.00449 · ExternalCitation · doi-reference
Returns to buying winners and selling losers: Implications for stock market efficiency
10.1111/j.1540-6261.1993.tb04702.x · ExternalCitation · doi-reference
Measuring fund strategy and performance in changing economic conditions
10.1111/j.1540-6261.1996.tb02690.x · ExternalCitation · doi-reference
On persistence in mutual fund performance
10.1111/j.1540-6261.1997.tb03808.x · ExternalCitation · doi-reference
Market states and momentum
10.1111/j.1540-6261.2004.00665.x · ExternalCitation · doi-reference
The 52-week high and momentum investing
10.1111/j.1540-6261.2004.00695.x · ExternalCitation · doi-reference
Information uncertainty and stock returns
10.1111/j.1540-6261.2006.00831.x · ExternalCitation · doi-reference
Momentum and credit rating
10.1111/j.1540-6261.2007.01282.x · ExternalCitation · doi-reference
Controlling the false discovery rate
10.1111/j.2517-6161.1995.tb02031.x · ExternalCitation · doi-reference
A multifactor perspective on volatility-managed portfolios
10.1111/jofi.13395 · ExternalCitation · doi-reference
Regime changes and financial markets
10.1146/annurev-financial-110311-101808 · ExternalCitation · doi-reference
A test for superior predictive ability
10.1198/073500105000000063 · ExternalCitation · doi-reference
