SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Is momentum really momentum? · Study

ArticleShelves

ArticleIs momentum really momentum?

Robert Novy‐Marx2011

Article2011

Is momentum really momentum?

Robert Novy‐Marx

470 citations·0/0 files stored·Journal of Financial Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 470 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1998Investor Psychology and Security Market Under‐ and Overreactions n.d.A model of investor sentiment /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1

Cited by

2015The Cross-section of Expected Stock Returns 2015Do socially (ir)responsible investments pay? New evidence from international ESG data 2014Frog in the Pan: Continuous Information and Momentum 2015Investor Sentiment, Beta, and the Cost of Equity Capital

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Contrarian and momentum trading: a review of the literaturearticle · 18 shared references 2016Momentum and Reversal: Does What Goes Up Always Come Down?article · 17 shared references 2018Equity market momentum: A synthesis of the literature and suggestions for future workarticle · 17 shared references 2008Momentum Profits, Factor Pricing, and Macroeconomic Riskarticle · 16 shared references 2005Momentum Profits, Factor Pricing, and Macroeconomic Riskpreprint · 16 shared references 2012Sources of Momentum Profits: Evidence on the Irrelevance of Characteristicsarticle · 16 shared references

Details

Year2011

Typearticle

Published2011-08-18

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations470

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2011.05.003

openalex_workW2095729751

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2017

The effects of institutional investor objectives on firm valuation and governance

2022Factor Momentum and the Momentum Factor

2012The role of shorting, firm size, and time on market anomalies

2017Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach