Momentum, Business Cycle and Time Varying Expected ReturnsTarun Chordia, Lakshmanan Shivakumar2001-01-01preprintSSRN Electronic Journal262 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 262 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1992The Cross-Section of Expected Stock Returns1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency1996Multifactor Explanations of Asset Pricing Anomalies1998Investor Psychology and Security Market Under‐ and Overreactions1991Efficient Capital Markets: II1989Business conditions and expected returns on stocks and bonds1988Dividend yields and expected stock returnsCited by2002Cross-Sectional and Time-Series Determinants of Momentum Returns2010Tactical allocation in commodity futures markets: Combining momentum and term structure signals2002Intertemporal CAPM and the Cross-Section of Stock Returns2006Fundamentals of Accounting Losses2008Good Times or Bad Times? Investors' Uncertainty and Stock Returns2006Predicting stock returns☆2003Risk Adjustment and Trading Strategies2010Market Dynamics and Momentum Profits