SZodixStudyAcademic Library

Shelves Open access

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

Residual momentum in Japan · Study

ArticleShelves

ArticleResidual momentum in Japan

Rosita P. Chang2017

Article2017

Residual momentum in Japan

Rosita P. Chang · Kuan‐Cheng Ko · Shinji Nakano · S. Ghon Rhee

58 citations·0/0 files stored·Journal of Empirical Finance

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 — 58 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 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1998Investor Psychology and Security Market Under‐ and Overreactions 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

Cited by

2018Equity market momentum: A synthesis of the literature and suggestions for future work 2020Momentum investing: a systematic literature review and bibliometric analysis 2020What Can Explain Momentum? Evidence From Decomposition 2018Residual momentum and the cross-section of stock returns: Chinese evidence 2020Signed momentum in the Chinese stock market

Related works

Explore the map →

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

2018Equity market momentum: A synthesis of the literature and suggestions for future workarticle · 17 shared references 2020Momentum investing: a systematic literature review and bibliometric analysisreview · 17 shared references 2014Frog in the Pan: Continuous Information and Momentumarticle · 16 shared references 2014Contrarian and momentum trading: a review of the literaturearticle · 16 shared references 2015Expected Skewness and Momentumpreprint · 16 shared references 2024Empirical determinants of momentum: a perspective using international dataarticle · 16 shared references

Details

Year2017

Typearticle

Published2017-11-28

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations58

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jempfin.2017.11.005

openalex_workW2770229337

Links

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