Momentum Loses its Momentum: Implications for Market Efficiency-Reference-Cited by-同舟云学术

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Momentum Loses its Momentum: Implications for Market Efficiency

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bhattacharya Debarati,Kumar Raman,Sonaer Gokhan

Publisher

Elsevier BV

Reference12 articles.

1. Common risk factors in the returns on stocks and bonds;Eugene F Fama;Journal of Financial Economics,1993

2. Multifactor explanations of asset pricing anomalies;Eugene F Fama;The Journal of Finance,1996

3. Risk measurement when shares are subject to infrequent trading : Comment;David J Fowler;Journal of Financial Economics,1983

4. Optimal expectations and the extreme information assumptions of 'rational expectations' macromodels;Benjamin M Friedman;Journal of Monetary Economics,1979

5. Does algorithmic trading improve liquidity?;Terrence Hendershott;The Journal of Finance,2011

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Value, Momentum and Market Timing;SSRN Electronic Journal;2015

2. Debiasing;Investing Psychology;2014-04-25

3. Stock Return Prediction by History Mapping;SSRN Electronic Journal;2011

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