Momentum, Reversals, and Investor Clientele

Citations

Cited by:

1. Gharghori, Philip & Nguyen, Annette, 2025. "Which factors in China? A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
2. Jun Du & Dashan Huang & Yu-Jane Liu & Yushui Shi & Avanidhar Subrahmanyam & Huacheng Zhang, 2026. "Nominal Prices, Retail Investor Participation, and Return Momentum," Management Science, INFORMS, vol. 72(3), pages 2064-2089, March.
3. George, Thomas J. & Hwang, Chuan-Yang & Li, Yuan, 2023. "February, share turnover, and momentum in China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
4. Yao, Shouyu & Qin, Yuanyuan & Cheng, Feiyang & Wu, Ji(George) & Goodell, John.W., 2022. "Missing momentum in China: Considering individual investor preference," Finance Research Letters, Elsevier, vol. 49(C).
5. Finn Christian Simonn, 2025. "Past, Present, and Future Research Trajectories on Retail Investor Behaviour: A Composite Bibliometric Analysis and Literature Review," IJFS, MDPI, vol. 13(2), pages 1-47, June.
6. Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025. "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
7. Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022. "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
8. Dai, Yue & Chen, Minhao & Zuo, Zhengyu, 2023. "Neighbors in space: Satellite imagery and Chinese B-share discount," China Economic Review, Elsevier, vol. 82(C).
9. Jian Chen & Ahmad Haboub & Ali Khan & Syed Mahmud, 2025. "Investor clientele and intraday patterns in the cross section of stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 757-797, February.
10. Hameed, Allaudeen & Ni, Zhenghui & Tan, Chek Ann, 2023. "Momentum and individual investor trades: Evidence from Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
11. Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024. "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 798-833, September.
12. Han, Yufeng & Mo, Xi Nancy & Yang, Jian, 2025. "Trend factors around the world: Performance and determinants," Journal of Banking & Finance, Elsevier, vol. 181(C).
13. Cai, Xing & Xia, Wei & Huang, Weihua & Yang, Haijun, 2024. "Dynamics of momentum in financial markets based on the information diffusion in complex social networks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
14. Yang, Zhuyu & Barroca, Bruno & Laffréchine, Katia & Weppe, Alexandre & Bony-Dandrieux, Aurélia & Daclin, Nicolas, 2023. "A multi-criteria framework for critical infrastructure systems resilience," International Journal of Critical Infrastructure Protection, Elsevier, vol. 42(C).
15. Guoxiao Xia & Changsheng Hu & Huosong Xia & Yangchun Chi, 2023. "Different momentum effects across countries: An explanation based on investors' behavior," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(4), pages 1141-1163, December.
16. Ming Gu & Yi Hu & Zhitao Xiong, 2025. "Dissecting the lottery‐like anomaly: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 65(1), pages 883-911, March.
17. Wang, Nianling & Zhang, Mingzhi & Zhang, Yuan, 2024. "Return prediction: A tree-based conditional sort approach with firm characteristics," Finance Research Letters, Elsevier, vol. 60(C).
18. Jegadeesh, Narasimhan & Titman, Sheridan, 2023. "Momentum: Evidence and insights 30 years later," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
19. Wang, Wenhao & Zhang, Qingyi & An, Pengda & Cai, Feifei, 2024. "Momentum and reversal strategies with low uncertainty," Finance Research Letters, Elsevier, vol. 68(C).
20. Zhibing Li & Laura Xiaolei Liu & Xiaoyu Liu & K. C. John Wei, 2024. "Replicating and Digesting Anomalies in the Chinese A-Share Market," Management Science, INFORMS, vol. 70(8), pages 5066-5090, August.
21. Zhang, Jiang, 2025. "International information flow and market quality," Journal of Banking & Finance, Elsevier, vol. 173(C).
22. Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023. "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 510-531.
23. Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan, 2023. "Coreversal: The booms and busts of arbitrage activities in China," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 51-65.
24. Imran Khan, M. & Reshaeel, Muhammad & Asfand, Faisal & Al-Ghamdi, Sami G. & Farooq, Muhammad & Khan, Mushtaq & Tahir, Furqan & Bicer, Yusuf & Asif, Muhammad & Rehan, Mohammad & Kurniawan, Tonni Agusti, 2026. "Concentrated solar power (CSP) driven desalination systems: A techno-economic review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 226(PB).
25. Guo, Jiaqi & Han, Xing & Li, Kai & Li, Youwei, 2025. "The nexus of overnight trend and asset prices in China," Journal of Economic Dynamics and Control, Elsevier, vol. 170(C).
26. Xiong, Tao & Wang, Peng, 2023. "Institutional ownership and momentum in the Chinese A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
27. Cheng, Hang & Shi, Yongdong & Zhang, Tong, 2025. "Unlocking the true price impact: Intraday liquidity and expected return in China’s stock market," Pacific-Basin Finance Journal, Elsevier, vol. 94(C).
28. Lidia Maria BRUMA, 2023. "Cloud Incident Response - a Comprehensive Analysis," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 27(4), pages 32-43.