Matches in SemOpenAlex for { <https://semopenalex.org/work/W2076996896> ?p ?o ?g. }
Showing items 1 to 70 of
70
with 100 items per page.
- W2076996896 endingPage "722" @default.
- W2076996896 startingPage "717" @default.
- W2076996896 abstract "This article examines return momentum in Irish shares over a 24-year period, including the recent credit crisis. The optimal momentum strategy generates significant risk-adjusted abnormal returns that are robust to the return generating model and seasonal effects. The extent of underreaction is more symmetrical than previous research has indicated, with both past winners and losers contributing to momentum returns. Momentum is found to be significantly higher in the pre-credit crisis period. The source of the positive returns in the momentum strategy changes from the winner portfolio to the loser portfolio as we move into the credit crisis, with this latter period showing positive but insignificant moment returns." @default.
- W2076996896 created "2016-06-24" @default.
- W2076996896 creator A5012463233 @default.
- W2076996896 creator A5090594265 @default.
- W2076996896 date "2014-04-01" @default.
- W2076996896 modified "2023-10-18" @default.
- W2076996896 title "Momentum in Irish stocks: evidence from the credit crisis" @default.
- W2076996896 cites W1994317641 @default.
- W2076996896 cites W2067280414 @default.
- W2076996896 cites W2103722568 @default.
- W2076996896 cites W2128633294 @default.
- W2076996896 cites W2151306296 @default.
- W2076996896 cites W3121302911 @default.
- W2076996896 cites W3121800461 @default.
- W2076996896 cites W3123912718 @default.
- W2076996896 cites W3124694934 @default.
- W2076996896 cites W3124833605 @default.
- W2076996896 cites W3125602242 @default.
- W2076996896 cites W4248283403 @default.
- W2076996896 doi "https://doi.org/10.1080/13504851.2013.877567" @default.
- W2076996896 hasPublicationYear "2014" @default.
- W2076996896 type Work @default.
- W2076996896 sameAs 2076996896 @default.
- W2076996896 citedByCount "0" @default.
- W2076996896 crossrefType "journal-article" @default.
- W2076996896 hasAuthorship W2076996896A5012463233 @default.
- W2076996896 hasAuthorship W2076996896A5090594265 @default.
- W2076996896 hasConcept C106159729 @default.
- W2076996896 hasConcept C138885662 @default.
- W2076996896 hasConcept C149782125 @default.
- W2076996896 hasConcept C162324750 @default.
- W2076996896 hasConcept C165556158 @default.
- W2076996896 hasConcept C2778300220 @default.
- W2076996896 hasConcept C2780623531 @default.
- W2076996896 hasConcept C2780821815 @default.
- W2076996896 hasConcept C41895202 @default.
- W2076996896 hasConcept C556758197 @default.
- W2076996896 hasConcept C60718061 @default.
- W2076996896 hasConceptScore W2076996896C106159729 @default.
- W2076996896 hasConceptScore W2076996896C138885662 @default.
- W2076996896 hasConceptScore W2076996896C149782125 @default.
- W2076996896 hasConceptScore W2076996896C162324750 @default.
- W2076996896 hasConceptScore W2076996896C165556158 @default.
- W2076996896 hasConceptScore W2076996896C2778300220 @default.
- W2076996896 hasConceptScore W2076996896C2780623531 @default.
- W2076996896 hasConceptScore W2076996896C2780821815 @default.
- W2076996896 hasConceptScore W2076996896C41895202 @default.
- W2076996896 hasConceptScore W2076996896C556758197 @default.
- W2076996896 hasConceptScore W2076996896C60718061 @default.
- W2076996896 hasIssue "11" @default.
- W2076996896 hasLocation W20769968961 @default.
- W2076996896 hasOpenAccess W2076996896 @default.
- W2076996896 hasPrimaryLocation W20769968961 @default.
- W2076996896 hasRelatedWork W2112592724 @default.
- W2076996896 hasRelatedWork W2359564501 @default.
- W2076996896 hasRelatedWork W2552042071 @default.
- W2076996896 hasRelatedWork W2609121601 @default.
- W2076996896 hasRelatedWork W2760594920 @default.
- W2076996896 hasRelatedWork W2788270728 @default.
- W2076996896 hasRelatedWork W3121641833 @default.
- W2076996896 hasRelatedWork W4205171132 @default.
- W2076996896 hasRelatedWork W4249705557 @default.
- W2076996896 hasRelatedWork W4312215018 @default.
- W2076996896 hasVolume "21" @default.
- W2076996896 isParatext "false" @default.
- W2076996896 isRetracted "false" @default.
- W2076996896 magId "2076996896" @default.
- W2076996896 workType "article" @default.