Browsing by Subject "Momentum"
Now showing items 1-5 of 5
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Cash flow news, discount rate news, and momentum
(Elsevier, 2016-11)We examine the effect of aggregate cash flow news and discount rate news on momentum returns. We find that momentum profits are higher following aggregate positive cash flow news, even in down markets or low sentiment ... -
A computational study on the momentum and heat transfer distribution of a low frequency round impinging synthetic jet
(ASME, 2015)Impinging synthetic jets have been considered as a possible solution for cooling miniature structures. It has been shown that synthetic jet performance is sensitive to the distance between the jet nozzle and the target ... -
Does the auction cycle have an effect on the momentum strategies in Turkish bond market?
(2018-05)A momentum strategy is applied on the 5-year and the 10-year maturity Turkish bonds between March 2010 and August 2017 with various look-back periods. The U.S. 10-year maturity bond yield and the Istanbul Stock Exchange ... -
Emerging market exposures and the predictability of hedge fund returns
(Wiley, 2014)We examine emerging market and global macro hedge funds and find a significant positive relation between hedge funds' future returns and their exposure to both emerging market equities and emerging market currencies. We ... -
Search for new physics with same-sign isolated dilepton events with jets and missing transverse energy
(American Physical Society, 2012-08-17)A search for new physics is performed in events with two same-sign isolated leptons, hadronic jets, and missing transverse energy in the final state. The analysis is based on a data sample corresponding to an integrated ...
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