Reference health

Profitable Momentum Trading Strategies for Individual Investors

https://doi.org/10.2139/ssrn.2420743
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24/24 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 24 checked references that resolve
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Short-selling constraints and ‘quantitative’ investment strategies
resolves10.1111/j.1468-036x.2007.00383.x
The Post‐Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK
resolves10.1057/jam.2010.22
Feasible momentum strategies in the US stock market
resolves10.1111/jofi.12021
Value and Momentum Everywhere
resolves10.1093/rfs/hhn046
Just How Much Do Individual Investors Lose by Trading?
resolves10.1016/s1386-4181(02)00064-2
Issues in assessing trade execution costs
resolves10.1016/j.ememar.2013.03.001
Size, value, and momentum in emerging market stock returns
resolves10.1111/j.1540-6261.1997.tb03808.x
On Persistence in Mutual Fund Performance
resolves10.3386/w20439
Momentum Crashes
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1111/j.1540-6261.2008.01371.x
Dissecting Anomalies
resolves10.1093/rof/rfn005
Equity Portfolio Diversification
resolves10.1046/j.1540-6261.2003.00614.x
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
resolves10.1016/s0304-405x(03)00176-4
Predicting stock price movements from past returns: the role of consistency and tax-loss selling
resolves10.2139/ssrn.76460
The Overlapping Data Problem
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/0022-1082.00342
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/0022-1082.95722
International Momentum Strategies
resolves10.1111/0022-1082.00151
Local Return Factors and Turnover in Emerging Stock Markets
resolves10.1111/j.1540-6261.1964.tb02865.x
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
resolves10.1080/09603100600722193
Momentum returns and size of winner and loser portfolios
resolves10.1007/s11408-009-0120-3
Can small investors exploit the momentum effect?
resolves10.1111/j.1540-6261.2009.01527.x
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
The 5 references without a DOI — listed, not checked
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no DOI — not checkedref20
no DOI — not checkedref27
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