Phil Holmes

University of Leeds - Faculty of Business

Leeds LS2 9JT

United Kingdom

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Relevance of Information and Trading Costs in Explaining Momentum Profits: Evidence from Optioned and Non-Optioned Stocks

Journal of International Financial Markets, Institutions and Money, Vol. 22, No. 3, 2012
Posted: 21 Jan 2016
, Audencia Business School and University of Leeds - Faculty of Business

Abstract:

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Momentum, Information, Bid–ask spread, Options

2.

Market States, Expectations, Sentiment and Momentum: How Naive are Investors?

International Review of Financial Analysis, Vol. 32, 2014
Posted: 20 Jan 2016
Audencia Business School, University of Leeds - Faculty of Business, University of Liverpool - Management School (ULMS) and Independent

Abstract:

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momentum, futures, expectations, sentiment, market states