Is there momentum in factor premia? Evidence from international equity markets-Reference-Cited by-同舟云学术

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Is there momentum in factor premia? Evidence from international equity markets

Published:2018-12 Issue: Volume:46 Page:120-130
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Zaremba Adam,Shemer Jacob

Funder

National Science Centre of Poland

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference33 articles.

1. AQR Library – Data Sets;AQR,2016

2. Value and momentum everywhere;Asness;J. Finance,2013

3. Quality Minus Junk;Asness,2014

4. Scaling up market anomalies;Avramov;J. Invest.,2017

5. Low Risk Stocks Outperform Within All Observable Markets of the World;Baker,2012

Cited by 21 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. A four-factor model based on factor momentum;Pacific-Basin Finance Journal;2024-10

2. Can factor momentum beat momentum factor? Evidence from China;Finance Research Letters;2024-04

3. Factor momentum in the Chinese stock market;Journal of Empirical Finance;2024-01

4. Expensive anomalies;Journal of Empirical Finance;2024-01

5. Why momentum concentrates among overvalued stocks?;Review of Finance;2023-09-29

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