European Momentum Strategies, Information Diffusion, and Investor Conservatism

By John A. Doukas, Phillip J. McKnight. 2005

115 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/11803e525917c3b5f9e1c23e3428c459acdbefb9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Amit Goyal

In Finance

1. Amit Goyal
2. Turan G. Bali
3. Lu Zhang
4. Hui Guo
5. Christian Lundblad
6. R. Savickas
7. Daniel A. Cohen

Citations in the corpus

• Behavioural Finance: A Review and Synthesis (2007, unknown): “Doukas and McKnight (2005) show that the Hong et al. (2000) results also hold in Europe, providing out-of-sample confirmation to the Hong and Stein (1999) theory.”
• The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? (2010, unknown): “Doukas and McKnight (2005) provide out of sample confirmation to HLM by demonstrating that their results carry over to Europe.”
• Empirical cross-sectional asset pricing: a survey (2011, background): “Return-based ratios Fama and French (1988) report negative serial correlation in market returns over intervals of three to five years and Lo and MacKinlay (1988) show positive correlation in weekly returns for disaggregated portfolios.”