Another Look at Industry Momentum and the Cross Section of Expected Returns
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Published:2015
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Reference10 articles.
1. Momentum and Credit Rating;D Avramov;Journal of Finance,2007
2. On Persistence in Mutual Fund Performance;M M Carhart;Journal of Finance,1997
3. Common risk factors in the returns on bonds and stocks;E F Fama;Journal of Financial Economics,1993
4. Risk, return, and equilibrium: Empirical tests;E F Fama;Journal of Political Economy,1973
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