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Momentum: Evidence and insights 30 years later · Study

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ArticleMomentum: Evidence and insights 30 years later

Narasimhan Jegadeesh2023

Article2023

Momentum: Evidence and insights 30 years later

Narasimhan Jegadeesh · Sheridan D. Titman

34 citations·0/0 files stored·Pacific-Basin Finance Journal

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

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 1998Investor Psychology and Security Market Under‐ and Overreactions 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations 2013Value and Momentum Everywhere 1998International Momentum Strategies

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Details

Year2023

Typearticle

Published2023-11-07

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2023.102202

openalex_workW4388460269

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