Momentum crashes-Reference-Cited by-同舟云学术

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Momentum crashes

Published:2016-11 Issue:2 Volume:122 Page:221-247
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Daniel Kent,Moskowitz Tobias J.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference46 articles.

1. The devil in HML’s details, AQR capital management paper;Asness,2011

2. The power of past stock returns to explain future stock returns, working paper;Asness,1994

3. Parallels between the cross-sectional predictability of stock and country returns;Asness;Journal of Portfolio Management,1997

4. Value and momentum everywhere;Asness;The Journal of Finance,2013

5. Momentum has its moments;Barroso;Journal of Financial Economics,2015

Cited by 705 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. Decomposing momentum: The forgotten component;Journal of Banking & Finance;2024-11

2. Momentum and reversal strategies with low uncertainty;Finance Research Letters;2024-10

3. Is there more to asset price linkages in China than meets the eye: Cross-asset momentum and the role of hybrid funds;International Review of Financial Analysis;2024-10

4. Factor returns and FOMC announcements: The role of sentiment;The Quarterly Review of Economics and Finance;2024-10

5. VIX-managed portfolios;International Review of Financial Analysis;2024-10

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