Are momentum profits driven by the cross-sectional dispersion in expected stock returns?-Reference-Cited by-同舟云学术

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Are momentum profits driven by the cross-sectional dispersion in expected stock returns?

Published:2011-08 Issue:3 Volume:14 Page:494-513
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Bhootra Ajay

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

1. Momentum and credit rating;Avramov;Journal of Finance,2007

2. Asset pricing models and financial market anomalies;Avramov;Review of Financial Studies,2006

3. Can the cross-sectional variation in expected stock returns explain momentum?;Bulkley;Journal of Financial and Quantitative Analysis,2009

4. Momentum, business cycle, and time-varying expected returns;Chordia;Journal of Finance,2002

5. Experimental Designs;Cochran,1957

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1. Electricity markets regulations: The financial impact of the global energy crisis;Journal of International Financial Markets, Institutions and Money;2024-06

2. Predicting returns using moving averages: the role of investor inattention;Managerial Finance;2023-12-29

3. Company name fluency and stock returns;Journal of Behavioral and Experimental Finance;2023-09

4. Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?;Journal of Behavioral and Experimental Finance;2023-09

5. Cross‐sectional return dispersion and stock market volatility: Evidence from high‐frequency data;Journal of Forecasting;2023-02-21

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