Hannah Hühn

University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg

Schloßplatz 4

Erlangen, DE Bavaria 91054

Germany

http://www.finanzierung.wiso.uni-erlangen.de

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Alpha Momentum and Price Momentum

International Journal of Financial Studies, 2018, Vol. 6 (2), 49. DOI: 10.3390/ijfs6020049
Number of pages: 1 Posted: 02 Jul 2013 Last Revised: 04 Aug 2018
Hannah Hühn and Hendrik Scholz
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 2,021 (14,898)
Citation 2

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Alpha momentum; price momentum; stock-specific return; price overshooting; slow information diffusion; reversal

2.

Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions

Number of pages: 42 Posted: 25 Aug 2015 Last Revised: 05 May 2016
Hannah Hühn
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg
Downloads 695 (69,583)
Citation 2

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Industry momentum, recent past returns, intermediate past returns, time-varying factor exposures, market conditions

3.

Reversal and Momentum Patterns in Weekly Stock Returns: European Evidence

Review of Financial Economics, Forthcoming
Number of pages: 1 Posted: 21 Jan 2015 Last Revised: 04 Aug 2018
Hannah Hühn and Hendrik Scholz
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 460 (116,315)

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Short-term reversal, medium-term momentum, conventional strategy, stock-specific strategy, stock characteristics

4.

Jensen Alpha and Market Climate

Journal of Asset Management, 2016, Vol. 17, 195-214
Number of pages: 1 Posted: 23 Dec 2013 Last Revised: 04 Aug 2018
Bernhard Breloer, Hannah Hühn and Hendrik Scholz
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg, University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 182 (302,554)

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Equity mutual funds; Jensen alpha; Fund ranking; Market conditions