Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Benjamin Remy Chabot

Momentum Trading, Return Chasing and Predictable Crashes

SSRN Electronic Journal

English

Related publications

Momentum Trading, Return Chasing, and Predictable Crashes

English

Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading

English

Overconfident Investors, Predictable Returns, and Excessive Trading

Journal of Economic Perspectives

English

Dynamic Momentum and Contrarian Trading

SSRN Electronic Journal

English

Dynamic Trading With Predictable Returns and Transaction Costs

SSRN Electronic Journal

English

The Dog That Did Not Bark: Insider Trading and Crashes

Journal of Finance

English

Profitable Momentum Trading Strategies for Individual Investors

Financial Markets and Portfolio Management

English

Autocorrelation, Return Horizons, and Momentum in Stock Returns

Journal of Economics and Finance

English

Portfolio Size, Non-Trading Frequency and Portfolio Return Autocorrelation

Journal of International Financial Markets, Institutions and Money

English