{"id":"https://openalex.org/W3047547622","doi":"https://doi.org/10.1007/s11156-020-00919-4","title":"Revisiting disposition effect and momentum: a quantile regression perspective","display_name":"Revisiting disposition effect and momentum: a quantile regression perspective","publication_year":2020,"publication_date":"2020-08-04","ids":{"openalex":"https://openalex.org/W3047547622","doi":"https://doi.org/10.1007/s11156-020-00919-4","mag":"3047547622"},"language":"en","primary_location":{"id":"doi:10.1007/s11156-020-00919-4","doi":"https://doi.org/10.1007/s11156-020-00919-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11156-020-00919-4","pdf_url":null,"source":{"id":"https://openalex.org/S62110574","display_name":"Review of Quantitative Finance and Accounting","issn_l":"0924-865X","issn":["0924-865X","1573-7179"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Review of Quantitative Finance and Accounting","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078928921","display_name":"Mohamed Shaker Ahmed","orcid":"https://orcid.org/0000-0002-4858-3626","observed_orcids":["https://orcid.org/0000-0002-4858-3626"]},"institutions":[{"id":"https://openalex.org/I4210163116","display_name":"Applied Science University","ror":"https://ror.org/059zrbe49","country_code":"BH","type":"education","lineage":["https://openalex.org/I4210163116"]}],"countries":["BH"],"is_corresponding":false,"raw_author_name":"Mohamed S. Ahmed","raw_affiliation_strings":["College of Administrative Sciences, Applied Science University, Manama, Bahrain"],"raw_orcid":"https://orcid.org/0000-0002-4858-3626","affiliations":[{"raw_affiliation_string":"College of Administrative Sciences, Applied Science University, Manama, Bahrain","institution_ids":["https://openalex.org/I4210163116"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5111740679","display_name":"John A. Doukas","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I81365321","display_name":"Old Dominion University","ror":"https://ror.org/04zjtrb98","country_code":"US","type":"education","lineage":["https://openalex.org/I81365321"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"John A. Doukas","raw_affiliation_strings":["Graduate School of Business, Old Dominion University, Constant Hall, Suite 2080, Norfolk, VA, 23529\u20130222, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School of Business, Old Dominion University, Constant Hall, Suite 2080, Norfolk, VA, 23529\u20130222, USA","institution_ids":["https://openalex.org/I81365321"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5111740679"],"corresponding_institution_ids":["https://openalex.org/I81365321"],"apc_list":{"value":2750,"currency":"USD","value_usd":2750},"apc_paid":null,"fwci":0.9548,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.7740164,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"56","issue":"3","first_page":"1087","last_page":"1128"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/disposition-effect","display_name":"disposition effect","score":1.0},{"id":"https://openalex.org/keywords/momentum","display_name":"momentum","score":0.718999981880188},{"id":"https://openalex.org/keywords/behavioral-finance","display_name":"behavioral finance","score":0.652999997138977},{"id":"https://openalex.org/keywords/unrealized-capital-gains","display_name":"unrealized capital gains","score":0.875},{"id":"https://openalex.org/keywords/expected-returns","display_name":"expected returns","score":0.9089999794960022},{"id":"https://openalex.org/keywords/underreaction","display_name":"underreaction","score":0.6589999794960022},{"id":"https://openalex.org/keywords/contrarian-behavior","display_name":"contrarian behavior","score":0.8730000257492065}],"concepts":[{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.9215964078903198},{"id":"https://openalex.org/C63817138","wikidata":"https://www.wikidata.org/wiki/Q3455889","display_name":"Quantile regression","level":2,"score":0.7734619379043579},{"id":"https://openalex.org/C63134877","wikidata":"https://www.wikidata.org/wiki/Q1229229","display_name":"Disposition effect","level":3,"score":0.7424651384353638},{"id":"https://openalex.org/C2779652781","wikidata":"https://www.wikidata.org/wiki/Q5165738","display_name":"Contrarian","level":2,"score":0.6798133850097656},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.633898138999939},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5909562706947327},{"id":"https://openalex.org/C2780148112","wikidata":"https://www.wikidata.org/wiki/Q1432581","display_name":"Proxy (statistics)","level":2,"score":0.5657491087913513},{"id":"https://openalex.org/C38022665","wikidata":"https://www.wikidata.org/wiki/Q1149305","display_name":"Disposition","level":2,"score":0.5335769057273865},{"id":"https://openalex.org/C60718061","wikidata":"https://www.wikidata.org/wiki/Q1414747","display_name":"Momentum (technical analysis)","level":2,"score":0.4458664655685425},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.33321458101272583},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2505573034286499},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.20242255926132202},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.08646836876869202},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C77805123","wikidata":"https://www.wikidata.org/wiki/Q161272","display_name":"Social psychology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11156-020-00919-4","doi":"https://doi.org/10.1007/s11156-020-00919-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11156-020-00919-4","pdf_url":null,"source":{"id":"https://openalex.org/S62110574","display_name":"Review of Quantitative Finance and Accounting","issn_l":"0924-865X","issn":["0924-865X","1573-7179"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Review of Quantitative Finance and Accounting","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00919-4","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s11156-020-00919-4","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":66,"referenced_works":["https://openalex.org/W560110010","https://openalex.org/W1489566746","https://openalex.org/W1511395520","https://openalex.org/W1534531491","https://openalex.org/W1892568401","https://openalex.org/W1918214818","https://openalex.org/W1967924403","https://openalex.org/W1970195576","https://openalex.org/W1994168131","https://openalex.org/W1999918735","https://openalex.org/W2004599763","https://openalex.org/W2006430387","https://openalex.org/W2008631479","https://openalex.org/W2010997253","https://openalex.org/W2020023242","https://openalex.org/W2036787087","https://openalex.org/W2056162038","https://openalex.org/W2061960194","https://openalex.org/W2072913853","https://openalex.org/W2078552704","https://openalex.org/W2081904726","https://openalex.org/W2091656825","https://openalex.org/W2091734370","https://openalex.org/W2097445390","https://openalex.org/W2097459257","https://openalex.org/W2102457310","https://openalex.org/W2104795328","https://openalex.org/W2110496272","https://openalex.org/W2111255674","https://openalex.org/W2112831694","https://openalex.org/W2119094949","https://openalex.org/W2119214167","https://openalex.org/W2121527679","https://openalex.org/W2125520394","https://openalex.org/W2125884277","https://openalex.org/W2126732402","https://openalex.org/W2135177937","https://openalex.org/W2136408930","https://openalex.org/W2145572214","https://openalex.org/W2158774545","https://openalex.org/W2165037287","https://openalex.org/W2284344282","https://openalex.org/W2741050237","https://openalex.org/W2770229337","https://openalex.org/W2797056017","https://openalex.org/W2890844091","https://openalex.org/W2914383550","https://openalex.org/W2964835091","https://openalex.org/W3121673469","https://openalex.org/W3121822983","https://openalex.org/W3122417588","https://openalex.org/W3122727370","https://openalex.org/W3122749925","https://openalex.org/W3122891185","https://openalex.org/W3123399361","https://openalex.org/W3123550059","https://openalex.org/W3123764858","https://openalex.org/W3124521043","https://openalex.org/W3125133526","https://openalex.org/W3125388642","https://openalex.org/W4241653265","https://openalex.org/W4241996101","https://openalex.org/W4251715887","https://openalex.org/W4255619213","https://openalex.org/W4285719527","https://openalex.org/W4300567850"],"related_works":["https://openalex.org/W4402730459","https://openalex.org/W4283754395","https://openalex.org/W4251715887","https://openalex.org/W4402730492","https://openalex.org/W3022437570","https://openalex.org/W3099993980","https://openalex.org/W2228209193","https://openalex.org/W3212024663","https://openalex.org/W3211322266","https://openalex.org/W1490088001"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2020-08-10T00:00:00"}