This comprehensive research study aims to highlight the evolution of momentum investing
research and identify the mature and emerging themes in momentum investing. This study …

Prior literature routinely assumes symmetric cultural distance (CD) in a given country pair,
suggesting an identical role for the home and host countries. However, if the absolute CD is …

Purpose This study aims to recognize the current dynamics, prolific contributors and salient
trends and propose future research directions in the area of alternative momentum investing …

In this paper, we examine the role of foreign investors in the anchoring bias of stock markets.
While the existing behavioral finance literature is mostly based on established capital …

This study provides a novel perspective to the oil-stock market nexus by examining the
predictive ability of oil return and volatility on stock market momentum in China. We find that …

Literature shows that the traditional momentum effect is absent in China, and our evidence
also confirms this. However, considering the information of short-term investors' consistent …

We show that significant momentum exists in China equity returns outside the month of
February for both the past return and the 52-week high momentum ranking criteria. For 6 …

This paper evaluates the impact of industry herding on return momentum. While the findings
support that winner industries outperform loser industries in subsequent months, we find that …

Abstract Li et al.(2022) propose a new momentum indicator that combines past returns and
consistent belief information, and show that the indicator positively predicts cross-sectional …

We examine intraday time series momentum (ITSM) in an international setting by employing
high-frequency data of 16 developed markets. We show that ITSM is economically sizable …