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ArticleCross-stock momentum and factor momentum

Jingda Yan2023

Article2023

Cross-stock momentum and factor momentum

Jingda Yan · Jialin Yu

23 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 2014A five-factor asset pricing model 2020Empirical Asset Pricing via Machine Learning 2017Technological Innovation, Resource Allocation, and Growth*1999Do Industries Explain Momentum?1990When Are Contrarian Profits Due to Stock Market Overreaction?

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Year2023

Typearticle

Published2023-09-23

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2023.103716

openalex_workW4386980487

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