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Publications by Benjamin Chabot

Momentum Trading, Return Chasing, and Predictable Crashes

English

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Momentum Trading, Return Chasing and Predictable Crashes

SSRN Electronic Journal

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Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

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Overconfident Investors, Predictable Returns, and Excessive Trading

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Dynamic Momentum and Contrarian Trading

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Dynamic Trading With Predictable Returns and Transaction Costs

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The Dog That Did Not Bark: Insider Trading and Crashes

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Profitable Momentum Trading Strategies for Individual Investors

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Autocorrelation, Return Horizons, and Momentum in Stock Returns

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Portfolio Size, Non-Trading Frequency and Portfolio Return Autocorrelation

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