Profitability of Momentum Strategies: An Evaluation of Alternative Explanations-Reference-Cited by-同舟云学术

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Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Published:2001-04 Issue:2 Volume:56 Page:699-720
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Jegadeesh Narasimhan,Titman Sheridan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. The interaction of value and momentum strategies;Asness;Financial Analyst Journal,1997

2. The relation between return and market value of common stocks;Banz;Journal of Financial Economics,1981

3. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

4. Momentum strategies;Chan;Journal of Finance,1996

Cited by 1677 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

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3. Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties;International Review of Financial Analysis;2024-10

4. Cross-momentum strategies in the equity futures and currency markets;Journal of International Money and Finance;2024-10

5. Relative, absolute or combined strength momentum strategies: what works for India?;International Journal of Emerging Markets;2024-08-05

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