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ArticleRisk adjustment and momentum sources

Jun Wang2010

Article2010

Risk adjustment and momentum sources

Jun Wang · Yangru Wu

47 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 2012The Econometrics of Financial Markets 1998Investor Psychology and Security Market Under‐ and Overreactions

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2016On the robustness of persistence in mutual fund performance 2013Does revenue momentum drive or ride earnings or price momentum?2018Mutual fund performance attribution and market timing using portfolio holdings

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Year2010

Typearticle

Published2010-10-21

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations47

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2010.10.021

openalex_workW1978533935

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