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    The main IP address: 79.170.44.88,Your server United Kingdom,Nottingham ISP:Heart Internet Ltd  TLD:net CountryCode:GB

    The description :momentum...

    This report updates in 10-Aug-2018

Created Date:2001-06-06
Changed Date:2016-06-01
Expires Date:2018-06-06

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home "a common phenomenon in the three types of analyst recommendation studies ( wall street journal /zacks, wall $treet with louis rukeyser , and pros vs. darts) is . the stocks that get recomnended are those that have recently done well. in an important study narasim jegadeesh and sheridan titman (1993) document the existence of a effect. jegadeesh and titman attribute this effect to the fact that investors underreact to the release of firm-specific information, a cognitive bias." shefrin (2000) page 77 "in addition to this long-run tendency toward reversal of trends, there ia a shorter-run weak tendency toward , for stock prices to continue moving in the same direction" shiller [book] "in an important study narasim jegadeesh and sheridan titman (1993) document the existence of a effect. jegadeesh and titman attribute this effect to the fact that investors underreact to the release of firm-specific information, a cognitive bias." shefrin [book] "geert rouwenhorst (1997) documents that the effect occurs on global markets." p300 "keep in mind that most predictions are made by extrapolating recent trends--what werner de bondt (1993) calls "betting on trends." "daniel, hirshleifer, and subrahmanyam posit that stems from overreaction, whereas the others propose that it stems from underreaction." shefrin (2000) p102 "what causes intermediate-term but long-term overreaction?"[...]"the answer is heuristic-driven bias." shefrin (2000) p103 "subsequent to de bondt and thaler's findings, researchers have identified more ways to successfully predict security returns, particularly those of stocks, based on past returns. among these findings, perhaps the most important is that of (jegadeesh and titman 1993), which shows that movements in individual stock prices over the period of six to twelve months tend to predict future movements in the same direction. that is, unlike the long-term trends identified by de bondt and thaler, which tend to reverse themselves, relatively short-term trends continue." shleifer p18 "first, once one moves past the very smallest stocks, the profitability of strategies declines sharply with firm size. second, holding size fixed, strategies work better among stocks with low analyst coverage. finally, the effect of analyst coverage is greater for stocks that are past losers than for past winners." hong, lim and stein (1999) articles via google scholar all articles published since 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 top 10 papers chan, l., n. jegadeesh and j. lakonishok, 1996. strategies . nber working paper. [ cited by 297 ] grinblatt, m., s. titman and r. wermers, 1995. investment strategies, portfolio performance, and herding: a study of mutual fund behavior . american economic review. [ cited by 255 ] hong, h. and j.c. stein, 1999. a unified theory of underreaction, trading and overreaction in asset markets . the journal of finance. [ cited by 363 ] rouwenhorst, k.g., 1998. international strategies . the journal of finance. [ cited by 216 ] jegadeesh, n., s. titman and m.p. page, 2001. profitability of strategies: an evaluation of alternative explanations . the journal of finance. [ cited by 193 ] hong, h., et al. , 2000. bad news travels slowly: size, analyst coverage, and the profitability of strategies . the journal of finance. [ cited by 214 ] lee, c.m.c. and b. swaminathan, 2000. price and trading volume . the journal of finance. [ cited by 162 ] moskowitz, t.j. and m. grinblatt, 1999. do industries explain ? . the journal of finance. [ cited by 163 ] grundy, b.d. and j.s. martin, 2001. understanding the nature of the risks and the source of the rewards to investing . review of financial studies. [ cited by 126 ] liew, j. and m. vassalou, 2000. can book-to-market, size and be risk factors that predict economic growth . journal of financial economics. [ cited by 122 ] bibliography … , sj brown, pp factors, wn goetzmann, d , …, report nep-fin-2004-03-22 . ideas.repec.org. [not cited] … , wn goetzmann, d , cboif investors, rb …, report nep-rmg-2004-03-22 . ideas.repec.org. [not cited] ??? forecasting exchange rates adler, p.s., 2001. market, hierarchy, and trust: the knowledge economy and the future of capitalism . organization science. [ cited by 86 ] aggarwal, r.k., l. krigman and k.l. womack, 2002. strategic ipo underpricing, information , andlockup expiration selling$ . journal of financial economics. [ cited by 53 ] amin, k., j.d. coval and h.n. seyhun, 2004. index option prices and stock market . the journal of business. [not cited] amsc98, dynamics of asset prices around large price changes asness (1997) the interaction of value and strategies "value strategies work, in general, but are strongest among low- (loser) stocks and weakest among high- (winner) stocks. the strategy works, in general, but is particularly strong among low-value (expensive) stocks." asness, c.s., 1997. the interaction of value and strategies . financial analysts journal. [ cited by 37 ] atchison, butler and simonds (1987) nonsynchronous security trading and market index autocorrelation bernard, v., j. thomas and j. wahlen, 1997. accounting-based stock price anomalies: separating market inefficiencies from risk . contemporary accounting research. [ cited by 33 ] bohr, bohr boni, l. and k. womack, 2003. analysts, industries, and price . unpublished working paper. university of new mexico. [ cited by 9 ] borensztein, e.r. and g. gelos, 2000. a panic-prone pack?: the behavior of emerging market mutual funds . [ cited by 42 ] caginalp, g. and g. constantine, 1995. statistical inference and modelling of in stock prices . applied mathematical finance. [ cited by 3 ] caginalp, g., d. porter and v. smith, 2000. and overreaction in experimental asset markets. . international journal of industrial organization. [ cited by 12 ] castiglione, f., et al. , eect of trading and price resistance on stock market dynamics: a glauber monte carlo … . zaik.uni-koeln.de. [ cited by 6 ] cerne, f., 1995. chicago. market evolution gains in the windy city. . hosp health netw. [not cited] chan, jegadeesh and lakonishok (1996) strategies chan, k., et al. , 2000. profitability of strategies in the international equity markets . journal of financial and quantitative analysis. [ cited by 41 ] chan, l., n. jegadeesh and j. lakonishok, 1996. strategies . nber working paper. [ cited by 297 ] chan, l.k., n. jegadeesh and j. lakonishok, 1996. strategy . journal of finance. [ cited by 2 ] chen, c.y., d. dissertation and t. chinese, the investment performance of strategies and contrarian strategies in taiwan stock market . etd.lib.nsysu.edu.tw. [not cited] chen, j. and h. hong, 2002. discussion of “ and autocorrelation in stock returns” . review of financial studies. [ cited by 4 ] chenoweth, obradovi?c? and lee (1996) embedding technical analysis into neural network based trading systems chordia, t. and l. shivakumar, 2002. , business cycle, and time-varying expected returns . the journal of finance. [ cited by 78 ] chu, f.s.t., 2004. " test of global market efficiency, through , oscillation, and relative strength index … . [not cited] chui, a.c.w., s. titman and k.c.j. wei, 2000. , legal systems and ownership structure: an analysis of asian stock markets . university of texas at austin working paper. [ cited by 20 ] ciconne, s., 2003. forecast dispersion and error versus size, book-to-market ratio and : a comparison of … . journal of asset management. [ cited by 1 ] coakley, j. and a. fuertes, 2003. and reversal dynamics in us valuation ratios . [ cited by 1 ] conrad, j., m. cooper and a. hameed, 1999. asymmetric price and market conditions. [ cited by 1 ] cooper, m., r.c. gutierrez and a. hameed, market states and the profits to and contrarian strategies . bschool.nus.edu. [ cited by 2 ] cooper, m.j., r.c. gutierrez and a. hameed, 2004. market states and . the journal of finance. [ cited by 14 ] cornell and dietrich (1976) abstract: t

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