Gareth Hurst

University of Newcastle (Australia)

University Drive

Callaghan, NSW 2308

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

818

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Trend Salience, Investor Behaviors and Momentum Profitability

Number of pages: 38 Posted: 14 Feb 2014 Last Revised: 29 Jul 2019
Gareth Hurst and Paul Docherty
University of Newcastle (Australia) and Monash University
Downloads 723 (36,146)

Abstract:

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Momentum, trend salience, extrapolation, market states

2.

Cumulative Prospect Theory and Momentum Crashes: Evidence from Asia

Number of pages: 21 Posted: 15 Feb 2014
Paul Docherty and Gareth Hurst
Monash University and University of Newcastle (Australia)
Downloads 85 (308,202)

Abstract:

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Momentum crash; skewness; cumulative prospect theory.

3.

Return Dispersion and Conditional Momentum Returns: International Evidence

2016 Financial Markets and Corporate Governance
Number of pages: 39 Posted: 23 Jan 2016
Gareth Hurst and Paul Docherty
University of Newcastle (Australia) and Monash University
Downloads 5 (644,609)
Citation 1

Abstract:

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International momentum, return dispersion

4.

Myopic Loss Aversion: An Alternative Explanation of the Momentum Premium

Number of pages: 42 Posted: 20 Aug 2015
Gareth Hurst and Paul Docherty
University of Newcastle (Australia) and Monash University
Downloads 3 (659,636)

Abstract:

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Myopic loss aversion; momentum drawdown; cumulative prospect theory; culture

5.

Cumulative Prospect Theory, Myopic Loss Aversion and Momentum Crashes

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 35 Posted: 22 Aug 2014
Paul Docherty and Gareth Hurst
Monash University and University of Newcastle (Australia)
Downloads 2 (669,161)

Abstract:

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Momentum crash, skewness, cumulative prospect theory, regime switching