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Profitability of Momentum Strategies: An Evaluation of Alternative Explanations · Study

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PreprintProfitability of Momentum Strategies: An Evaluation of Alternative Explanations

Narasimhan Jegadeesh1999

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Preprintgreen1999

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Narasimhan Jegadeesh · Sheridan D. Titman

569 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1974Judgment under Uncertainty: Heuristics and Biases 1993Common risk factors in the returns on stocks and bonds 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies 1981The relationship between return and market value of common stocks 1998Investor Psychology and Security Market Under‐ and Overreactions 1994Contrarian Investment, Extrapolation, and Risk

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2002Anomalies and Market Efficiency 2007Momentum strategies in commodity futures markets 2010Accounting anomalies and fundamental analysis: A review of recent research advances 1999Market Efficiency in an Irrational World 2010A cultural explanation of the foreign bias in international asset allocation 2002Anomalies and Market Efficiency

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2002Investor psychology in capital markets: evidence and policy implicationsarticle · 22 shared references 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanationsarticle · 19 shared references 2001Investor Psychology and Asset Pricingarticle · 18 shared references 2007Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange*article · 18 shared references 2004On the source of contrarian and momentum strategies in the Italian equity marketarticle · 17 shared references 2011Short‐term momentum patterns in stock and sectoral returns: evidence from Indiaarticle · 17 shared references

Details

Year1999

Typepreprint

Published1999-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations569

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.166840

openalex_workW2109254281

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2002

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