Understanding momentum and reversal (English)
- New search for: Kelly, Bryan T.
- New search for: Moskowitz, Tobias J.
- New search for: Pruitt, Seth
- New search for: Kelly, Bryan T.
- New search for: Moskowitz, Tobias J.
- New search for: Pruitt, Seth
In:
Journal of Financial Economics
;
140
, 3
;
726-743
;
2020
-
ISSN:
- Article (Journal) / Electronic Resource
-
Title:Understanding momentum and reversal
-
Contributors:
-
Published in:Journal of Financial Economics ; 140, 3 ; 726-743
-
Publisher:
- New search for: Elsevier B.V.
-
Publication date:2020-06-27
-
Size:18 pages
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
-
Language:English
-
Keywords:Momentum , Reversal , Factor model , Conditional betas , Conditional expected returns , IPCA , C23 , G11 , G12
-
Source:
Table of contents – Volume 140, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 699
-
Why are firms with more managerial ownership worth less?Fabisik, Kornelia / Fahlenbrach, Rüdiger / Stulz, René M. / Taillard, Jérôme P. et al. | 2020
- 726
-
Understanding momentum and reversalKelly, Bryan T. / Moskowitz, Tobias J. / Pruitt, Seth et al. | 2020
- 744
-
Do limits to arbitrage explain the benefits of volatility-managed portfolios?Barroso, Pedro / Detzel, Andrew et al. | 2021
- 768
-
Geographic diversification and bank lending during crisesDoerr, Sebastian / Schaz, Philipp et al. | 2020
- 789
-
Monetary policy at work: Security and credit application registers evidencePeydró, José-Luis / Polo, Andrea / Sette, Enrico et al. | 2020
- 815
-
Negative peer disclosureCao, Sean Shun / Fang, Vivian W. et al. | 2020
- 838
-
Family comes first: Reproductive health and the gender gap in entrepreneurshipZandberg, Jonathan et al. | 2020
- 865
-
Calendar rotations: A new approach for studying the impact of timing using earnings announcementsNoh, Suzie / So, Eric C. / Verdi, Rodrigo S. et al. | 2020
- 894
-
Directors’ career concerns: Evidence from proxy contests and board interlocksZhang, Shuran et al. | 2020
- 916
-
Information shocks, disagreement, and driftArmstrong, Will J. / Cardella, Laura / Sabah, Nasim et al. | 2020
- 941
-
Asset pricing with heterogeneous agents and long-run riskPohl, Walter / Schmedders, Karl / Wilms, Ole et al. | 2020
- 965
-
Learning from noise: Evidence from India’s IPO lotteriesAnagol, Santosh / Balasubramaniam, Vimal / Ramadorai, Tarun et al. | 2020
- 987
-
Contracting without contracting institutions: The trusted assistant loan in 19th century ChinaMiao, Meng / Niu, Guanjie / Noe, Thomas et al. | 2020
- 1008
-
The remarkable growth in financial economics, 1974–2020Schwert, G. William et al. | 2021
- IFC
-
Editorial Board| 2019