Understanding momentum and reversal-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Understanding momentum and reversal

Published:2021-06 Issue:3 Volume:140 Page:726-743
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Kelly Bryan T.,Moskowitz Tobias J.,Pruitt Seth

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference45 articles.

1. Fact, fiction, and momentum investing;Asness;J. Portf. Manag.,2014

2. Asness, C. S., 1994. Variables that explain stock returns. Dissertation. University of Chicago.

3. Value and momentum everywhere;Asness;J. Financ.,2013

4. A model of investor sentiment;Barberis;J. Financ. Econ.,1998

5. Production-based measures of risk for asset pricing;Belo;J. Monet. Econ.,2010

Cited by 74 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. From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns;International Review of Financial Analysis;2024-10

4. Noisy market, machine learning and fundamental momentum;Pacific-Basin Finance Journal;2024-09

5. Trading Cloud Computing Stocks Using SMA;Information;2024-08-21

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP