Gareth Hurst

University of Newcastle (Australia)

University Drive

Callaghan, NSW 2308

Australia

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 49,386

in Total Papers Downloads

793

CITATIONS

1

Scholarly Papers (2)

1.

Trend Salience, Investor Behaviors and Momentum Profitability

Number of pages: 32 Posted: 14 Feb 2014
Paul Docherty and Gareth Hurst
Monash University and University of Newcastle (Australia)
Downloads 708 (34,726)
Citation 1

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 (290,472)

Abstract:

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Momentum crash; skewness; cumulative prospect theory.