Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole-Reference-Cited by-同舟云学术

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Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Published:2003-11-07 Issue:6 Volume:58 Page:2515-2547
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Griffin John M.,Ji Xiuqing,Martin J. Spencer

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference38 articles.

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

2. Optimal investment, growth options, and security returns;Berk;Journal of Finance,1999

3. An exploratory investigation of the firm size effect;Chan;Journal of Financial Economics,1985

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

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