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Value and Momentum Everywhere
1 references·16 citing·46 second hopsampled
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References

  • 2008An Institutional Theory of Momentum and Reversal181 cited

Cited by

  • 2018Time series momentum: Is it there?117 cited
  • 2014Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World117 cited
  • 2020Which Investors Matter for Equity Valuations and Expected Returns?113 cited
  • 2016Two Centuries of Price-Return Momentum105 cited
  • 2012The Death of Diversification Has Been GreatlyExaggerated104 cited
  • 2019Common Risk Factors in Cryptocurrency102 cited
  • 2014Two centuries of trend following90 cited
  • 2021Is There A Replication Crisis In Finance?79 cited
  • 2015The Real Value of China's Stock Market78 cited
  • 2012Tail Risk in Momentum Strategy Returns71 cited
  • 2013Carry60 cited
  • 2014Momentum Crashes56 cited
  • 2014Momentum Trading, Return Chasing, and Predictable Crashes50 cited
  • 2018Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?46 cited
  • 2019Factor Momentum and the Momentum Factor43 cited

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  • 2019Financial Market Risk Perceptions and the Macroeconomy43 cited