Time-Varying Liquidity and Momentum Profits

By Doron Avramov, Si Cheng, Allaudeen Hameed. Journal of Financial and Quantitative Analysis, 2016

126 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/775a1307b1e32c124d853991ef6c083a431efab7

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In Finance

1. Guangda Ouyang
2. Fenghua Wen
3. Longhao Xu
4. Gang Kou

Citations in the corpus

• Retail investor attention and stock price crash risk: Evidence from China (2019, background): “(2004), Baker and Wurgler (2006), Avramov et al. (2016), and Yao et al. (2019) argue that an up market or a market with rising investor sentiment can stimulate investor overconfidence and speculative demands.”