FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2155992072> ?p ?o ?g. }

• W2155992072 endingPage "1142" @default.
• W2155992072 startingPage "1115" @default.
• W2155992072 abstract "This paper uses a very short period to reexamine the momentum effect in Taiwan stock market, focusing on trading volume, size, and book-to-market factors. It is shown that price momentum exists in Taiwan stock market. In addition, trading volume predicts both the magnitude and the persistence of future price momentum. Specifically, the momentum strategy from buying past low-volume winners and selling past high-volume losers have better performance than the momentum strategy from buying past winners and selling past losers. Though Fama and French [27] three factors can partially explain the momentum profits, the momentum effect cannot be subsumed by the difference in risk factors. The profitability of the momentum strategy also cannot be completely explained as a reward for bearing the exposure to industry factors. The more prolonged accumulation of returns and lack of any observable return reversal support delayed reaction as a better explanation for the momentum returns. Besides, momentums in size and industry portfolios are as strong as individual stocks." @default.
• W2155992072 created "2016-06-24" @default.
• W2155992072 creator A5007110961 @default.
• W2155992072 date "2004-12-01" @default.
• W2155992072 modified "2023-09-24" @default.
• W2155992072 title "Underreaction, Trading Volume, and Momentum Profits in Taiwan Stock Market" @default.
• W2155992072 cites W1496268815 @default.
• W2155992072 cites W1583227791 @default.
• W2155992072 cites W1742241294 @default.
• W2155992072 cites W189572536 @default.
• W2155992072 cites W1904528500 @default.
• W2155992072 cites W192652876 @default.
• W2155992072 cites W1966052319 @default.
• W2155992072 cites W1981509342 @default.
• W2155992072 cites W1992897607 @default.
• W2155992072 cites W1998677466 @default.
• W2155992072 cites W2001652515 @default.
• W2155992072 cites W2003983197 @default.
• W2155992072 cites W2010891591 @default.
• W2155992072 cites W2028995298 @default.
• W2155992072 cites W2047485150 @default.
• W2155992072 cites W2069239969 @default.
• W2155992072 cites W2081649978 @default.
• W2155992072 cites W2106798814 @default.
• W2155992072 cites W2111230345 @default.
• W2155992072 cites W2113305199 @default.
• W2155992072 cites W2115778570 @default.
• W2155992072 cites W2125122440 @default.
• W2155992072 cites W2125520394 @default.
• W2155992072 cites W2128633294 @default.
• W2155992072 cites W2129029454 @default.
• W2155992072 cites W2131675768 @default.
• W2155992072 cites W2137822226 @default.
• W2155992072 cites W2144487825 @default.
• W2155992072 cites W2149170345 @default.
• W2155992072 cites W3023906401 @default.
• W2155992072 cites W3027511035 @default.
• W2155992072 cites W3121302911 @default.
• W2155992072 cites W3121900378 @default.
• W2155992072 cites W3122311863 @default.
• W2155992072 cites W3122578644 @default.
• W2155992072 cites W3122719819 @default.
• W2155992072 cites W3122727604 @default.
• W2155992072 cites W3123852583 @default.
• W2155992072 cites W3123912718 @default.
• W2155992072 cites W3123925554 @default.
• W2155992072 cites W3123946990 @default.
• W2155992072 cites W3124833605 @default.
• W2155992072 cites W3125453467 @default.
• W2155992072 cites W3125719191 @default.
• W2155992072 cites W2289111029 @default.
• W2155992072 doi "https://doi.org/10.6126/apmr.2004.9.6.07" @default.
• W2155992072 hasPublicationYear "2004" @default.
• W2155992072 type Work @default.
• W2155992072 sameAs 2155992072 @default.
• W2155992072 citedByCount "2" @default.
• W2155992072 crossrefType "journal-article" @default.
• W2155992072 hasAuthorship W2155992072A5007110961 @default.
• W2155992072 hasConcept C10138342 @default.
• W2155992072 hasConcept C106159729 @default.
• W2155992072 hasConcept C129361004 @default.
• W2155992072 hasConcept C162324750 @default.
• W2155992072 hasConcept C166957645 @default.
• W2155992072 hasConcept C204036174 @default.
• W2155992072 hasConcept C205649164 @default.
• W2155992072 hasConcept C556758197 @default.
• W2155992072 hasConcept C60718061 @default.
• W2155992072 hasConceptScore W2155992072C10138342 @default.
• W2155992072 hasConceptScore W2155992072C106159729 @default.
• W2155992072 hasConceptScore W2155992072C129361004 @default.
• W2155992072 hasConceptScore W2155992072C162324750 @default.
• W2155992072 hasConceptScore W2155992072C166957645 @default.
• W2155992072 hasConceptScore W2155992072C204036174 @default.
• W2155992072 hasConceptScore W2155992072C205649164 @default.
• W2155992072 hasConceptScore W2155992072C556758197 @default.
• W2155992072 hasConceptScore W2155992072C60718061 @default.
• W2155992072 hasIssue "6" @default.
• W2155992072 hasLocation W21559920721 @default.
• W2155992072 hasOpenAccess W2155992072 @default.
• W2155992072 hasPrimaryLocation W21559920721 @default.
• W2155992072 hasRelatedWork W1777796066 @default.
• W2155992072 hasRelatedWork W2055110880 @default.
• W2155992072 hasRelatedWork W2151143718 @default.
• W2155992072 hasRelatedWork W2154039169 @default.
• W2155992072 hasRelatedWork W2169469440 @default.
• W2155992072 hasRelatedWork W2261000731 @default.
• W2155992072 hasRelatedWork W2262046302 @default.
• W2155992072 hasRelatedWork W2317044710 @default.
• W2155992072 hasRelatedWork W2350573752 @default.
• W2155992072 hasRelatedWork W2391626930 @default.
• W2155992072 hasRelatedWork W2504393665 @default.
• W2155992072 hasRelatedWork W2992719437 @default.
• W2155992072 hasRelatedWork W3032016814 @default.
• W2155992072 hasRelatedWork W3123852583 @default.
• W2155992072 hasRelatedWork W3125288185 @default.
• W2155992072 hasRelatedWork W3125845474 @default.
• W2155992072 hasRelatedWork W43260647 @default.
• W2155992072 hasRelatedWork W804233835 @default.

• next