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Momentum, Reversals, and Fund Manager Overconfidence

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  • Biljana N. Adebambo
  • Xuemin (Sterling) Yan

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Suggested Citation

  • Biljana N. Adebambo & Xuemin (Sterling) Yan, 2016. "Momentum, Reversals, and Fund Manager Overconfidence," Financial Management, Financial Management Association International, vol. 45(3), pages 609-639, August.
    • Handle: RePEc:bla:finmgt:v:45:y:2016:i:3:p:609-639
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    File URL: http://hdl.handle.net/10.1111/fima.2016.45.issue-3
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    Citations

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    Cited by:

    1. Markus M. Möbius & Muriel Niederle & Paul Niehaus & Tanya S. Rosenblat, 2022. "Managing Self-Confidence: Theory and Experimental Evidence," Management Science, INFORMS, vol. 68(11), pages 7793-7817, November.
    2. Zhang, Mingshan, 2022. "Warren Buffett Anomaly," Finance Research Letters, Elsevier, vol. 46(PB).
    3. Li Qian & Mingsheng Li & Yan Li, 2020. "Does news travel slowly before a market crash? The role of margin traders," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 3065-3101, September.
    4. Yu, Bin & Shen, Yifan & Jin, Xuejun & Xu, Qi, 2022. "Does prospect theory explain mutual fund performance? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    5. Simarjeet Singh & Nidhi Walia, 2022. "Momentum investing: a systematic literature review and bibliometric analysis," Management Review Quarterly, Springer, vol. 72(1), pages 87-113, February.
    6. Xu, Shaojun, 2023. "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, vol. 86(C).
    7. Lai, Chong, 2022. "Investment dynamics of fund managers under evolutionary games," International Review of Financial Analysis, Elsevier, vol. 82(C).

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