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Short-term Momentum · Study

ArticleShelves

ArticleShort-term Momentum

Mamdouh Medhat2018

OA

Articlegreen2018

Short-term Momentum

Mamdouh Medhat · Maik Schmeling

79 citations·0/0 files stored·Review of Financial Studies

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

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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 2002Illiquidity and stock returns: cross-section and time-series effects 2014A five-factor asset pricing model 1985Does the Stock Market Overreact?1997Industry costs of equity

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2023Machine learning and the cross-section of emerging market stock returns 2019Short-term momentum (almost) everywhere

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Details

Year2018

Typearticle

Published2018-01-01

VenueReview of Financial Studies

ISSN-L0893-9454

Languageen

Citations79

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1093/rfs/hhab055

openalex_workW3135857028

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