by Andrew Baber | Oct 21, 2019 | Academic Research
Academic Research Trend salience, investor behaviours and momentum profitability Academic Research | 29 October 2019 There is strong empirical evidence that investors have tendencies to extrapolate trends in time-series data. However, not all trends are extrapolated....
by Andrew Baber | Aug 21, 2019 | Academic Research
Academic Research Return dispersion and conditional momentum returns: International evidence Academic Research | 29 October 2019 Momentum is a pervasive anomaly with high expected returns. However, momentum strategies experience infrequent but large drawdowns. This...
by Andrew Baber | Jul 21, 2019 | Academic Research
Academic Research Investor myopia and the momentum premium across international equity markets Academic Research | 29 October 2019 While evidence of a momentum premium has received widespread empirical support, there is a large dispersion in the size of the premium...
by Andrew Baber | Jun 21, 2019 | Academic Research
Academic Research Momentum in Australian style portfolios: risk or inefficiency? Academic Research | 29 October 2019 The existence of momentum in the cross-section of stock returns has received widespread empirical support from academics and practitioners alike. This...
by Andrew Baber | May 21, 2019 | Academic Research
Academic Research Internal governance does matter to equity returns but much more so during “Flights to Quality” Academic Research | 29 October 2019 This paper uses hand-collected data that measures the quality of corporate governance for companies in the ASX300 over...
