Hannah Hühn

Assenagon Asset Management S.A.

Vice President

Zweigniederlassung München – Prannerstraße 8

München, Deutschland 80333

Germany

SCHOLARLY PAPERS

4

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Top 19,025

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2,469

CITATIONS

0

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
Assenagon Asset Management S.A. and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 1,491 (11,548)
Citation 1

Abstract:

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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
Assenagon Asset Management S.A.
Downloads 474 (58,418)
Citation 1

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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
Assenagon Asset Management S.A. and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 363 (80,342)

Abstract:

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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, Assenagon Asset Management S.A. and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 141 (202,835)

Abstract:

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