On the public citation graph

Stay-at-Home Mobility Shocks and Momentum in Stock Returns during the COVID-19 Pandemic

https://doi.org/10.2139/ssrn.3978862
0 signed · 10 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.frl.2020.101528openalex-extracted
Financial markets under the global pandemic of COVID-19
inferredcites →https://doi.org/10.1016/j.frl.2020.101701openalex-extracted
Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic
inferredcites →https://doi.org/10.1016/j.irfa.2020.101617openalex-extracted
Investor attention shocks and stock co-movement: Substitution or reinforcement?
inferredcites →https://doi.org/10.1016/j.jfineco.2014.11.010openalex-extracted
Momentum has its moments
inferredcites →https://doi.org/10.1016/j.jfineco.2018.10.006openalex-extracted
Attention allocation and return co-movement: Evidence from repeated natural experiments
inferredcites →https://doi.org/10.1093/rfs/hhu075openalex-extracted
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.2139/ssrn.3779295openalex-extracted
Mobility during the COVID-19 Pandemic and Retail Investor Attention
inferredcites →https://doi.org/10.3386/w6324openalex-extracted
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
inferredcites →https://doi.org/10.1111/0022-1082.00184openalex-snapshot
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.