00562nas a2200157   4500008004100000245008100041210006900122260000900191300001100200490000800211653001200219100001800231700002000249700001600269856011900285       2022                        eng d00aAggregate 52-week high, limited attention, and time-varying momentum profits0 aAggregate 52week high limited attention and timevarying momentum  c2022  a1065310 v14110aFinance1 aHung, Weifeng1 aLin, Ching-Ting1 aYang, Jimmy  u/biblio/aggregate-52-week-high-limited-attention-and-time-varying-momentum-profits00539nas a2200133   4500008004100000245008100041210006900122260002700191653001200218100001800230700002000248700001600268856012100284       2022                        eng d00aAggregate 52-week high, limited attention, and time-varying momentum profits0 aAggregate 52week high limited attention and timevarying momentum  aVictoria, Canadac202210aFinance1 aHung, Weifeng1 aLin, Ching-Ting1 aYang, Jimmy  u/biblio/aggregate-52-week-high-limited-attention-and-time-varying-momentum-profits-001022nas a2200157   4500008004100000245007700041210006900118260000900187300001000196490000700206520050100213653001200714100001800726700001600744856010400760       2018                        eng d00aThe MAX Effect: Lottery Stocks with Price Limits and Limits to Arbitrage0 aMAX Effect Lottery Stocks with Price Limits and Limits to Arbitr  c2018  a77-910 v413 aWe modify the Bali et al.’s (2011) MAX measure (maximum daily return over the prior month) when the observed returns are capped at the daily price limit to address the issue of homogeneous MAX across stocks. Our results indicate that the modified MAX measure can be a significant predictor of future stock returns. The modified MAX effect is not a manifestation of the idiosyncratic volatility effect. We also find that the modified MAX measure could be an alternative proxy for arbitrage risk.10aFinance1 aHung, Weifeng1 aYang, Jimmy  u/biblio/max-effect-lottery-stocks-price-limits-and-limits-arbitrage