... finance seems to be timely and particularly important in terms of providing a guide for future research. Key topics include an extent review on the issue of herding behaviour amongst cryptocurrencies, momentum effects and overreaction, contagion effect, sentiment and uncertainty, along with studies...

...-momentum (i.e. chasing the best performing styles). Informational payoffs motivate (positive, in most cases) feedback trading in emerging/frontier markets (as observed at the micro level for foreign institutional investors' equity trades, and at the macro level for equity market indices and currencies...

...Daniel Folkinshteyn; Jordan Moore Purpose Momentum strategies exhibit quarterly seasonality, earning significantly higher average strategy returns in the third month of the quarter than the first month. The authors evaluate the magnitude of quarterly seasonality in various momentum strategies...

...Hanxiong Zhang; Andrew Urquhart Purpose Motivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three investment trading strategies, namely, the momentum strategy of Jegadeesh and Titman (1993), the 52-week high momentum strategy...

...Spyros Spyrou Purpose This paper examines the impact of macroeconomic and risk factors on the profitability and volatility of professional momentum portfolios for the US, the UK, Japan and Germany, for the period 1998–2018. Many of the factors employed, such as energy price changes and economic...

... significant reversals and momentum over the following 20-day period. Large price changes accompanied by low volume exhibited significant reversals and suggests significant economic profits. The large price changes accompanied by high volume exhibited continuations. Research limitations/implications Large...

...) to systematically study the extent to which manipulation of initial path of prices impacts the formation and magnitude of bubbles in the laboratory. © Emerald Group Publishing Limited 2016 Momentum Automated traders Bubbles and crashes Experimental asset markets Price patterns In a seminal...

...Emilios C. Galariotis Purpose – The purpose of this paper is to critically review the literature on contrarian and momentum trading strategies and identify areas for future research. Design/methodology/approach – Critical review and discussion of the literature. Findings – The extant...

.... Our results also confirm the significance of momentum as a behavioral variable across all economic regimes © Emerald Group Publishing Limited 2011 Excess stock returns Equity premium Dividends Macroeconomic variables Momentum Markov regimes Review of Behavioral Finance, 3: 27 53...