Matches in SemOpenAlex for { <https://semopenalex.org/work/W2890844091> ?p ?o ?g. }
Showing items 1 to 68 of
68
with 100 items per page.
- W2890844091 abstract "A number of theories have been proposed to explain the medium-term momentum in stock returns identified by Jegadeesh and Titman (1993). We test one such theory--based on the gradual-information-diffusion model of Hong and Stein (1997)--and establish three key results. First, once one moves past the very smallest stocks (where thin market-making capacity appears to be an issue) the profitability of momentum strategies declines sharply with firm size. Second, holding size fixed, momentum strategies work particularly well among stocks which have low analyst coverage. Finally, there is a strong asymmetry: the effect of analyst coverage is much more pronounced for stocks that are past losers than for stocks that are past winners. These findings are consistent with the hypothesis that firm-specific information only gradually across the investing public." @default.
- W2890844091 created "2018-09-27" @default.
- W2890844091 creator A5001133618 @default.
- W2890844091 creator A5060636014 @default.
- W2890844091 creator A5090389493 @default.
- W2890844091 date "1998-05-01" @default.
- W2890844091 modified "2023-09-27" @default.
- W2890844091 title "Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies" @default.
- W2890844091 hasPublicationYear "1998" @default.
- W2890844091 type Work @default.
- W2890844091 sameAs 2890844091 @default.
- W2890844091 citedByCount "3" @default.
- W2890844091 countsByYear W28908440912014 @default.
- W2890844091 crossrefType "posted-content" @default.
- W2890844091 hasAuthorship W2890844091A5001133618 @default.
- W2890844091 hasAuthorship W2890844091A5060636014 @default.
- W2890844091 hasAuthorship W2890844091A5090389493 @default.
- W2890844091 hasConcept C10138342 @default.
- W2890844091 hasConcept C106159729 @default.
- W2890844091 hasConcept C129361004 @default.
- W2890844091 hasConcept C137577040 @default.
- W2890844091 hasConcept C149782125 @default.
- W2890844091 hasConcept C162324750 @default.
- W2890844091 hasConcept C166957645 @default.
- W2890844091 hasConcept C175444787 @default.
- W2890844091 hasConcept C204036174 @default.
- W2890844091 hasConcept C205649164 @default.
- W2890844091 hasConcept C556758197 @default.
- W2890844091 hasConcept C60718061 @default.
- W2890844091 hasConceptScore W2890844091C10138342 @default.
- W2890844091 hasConceptScore W2890844091C106159729 @default.
- W2890844091 hasConceptScore W2890844091C129361004 @default.
- W2890844091 hasConceptScore W2890844091C137577040 @default.
- W2890844091 hasConceptScore W2890844091C149782125 @default.
- W2890844091 hasConceptScore W2890844091C162324750 @default.
- W2890844091 hasConceptScore W2890844091C166957645 @default.
- W2890844091 hasConceptScore W2890844091C175444787 @default.
- W2890844091 hasConceptScore W2890844091C204036174 @default.
- W2890844091 hasConceptScore W2890844091C205649164 @default.
- W2890844091 hasConceptScore W2890844091C556758197 @default.
- W2890844091 hasConceptScore W2890844091C60718061 @default.
- W2890844091 hasLocation W28908440911 @default.
- W2890844091 hasOpenAccess W2890844091 @default.
- W2890844091 hasPrimaryLocation W28908440911 @default.
- W2890844091 hasRelatedWork W1585717532 @default.
- W2890844091 hasRelatedWork W1777796066 @default.
- W2890844091 hasRelatedWork W2001783430 @default.
- W2890844091 hasRelatedWork W2055110880 @default.
- W2890844091 hasRelatedWork W2128965010 @default.
- W2890844091 hasRelatedWork W2137828763 @default.
- W2890844091 hasRelatedWork W2153051445 @default.
- W2890844091 hasRelatedWork W2154039169 @default.
- W2890844091 hasRelatedWork W2155992072 @default.
- W2890844091 hasRelatedWork W2169469440 @default.
- W2890844091 hasRelatedWork W2558476650 @default.
- W2890844091 hasRelatedWork W2560567459 @default.
- W2890844091 hasRelatedWork W3121339647 @default.
- W2890844091 hasRelatedWork W3125288185 @default.
- W2890844091 hasRelatedWork W3125845474 @default.
- W2890844091 hasRelatedWork W565848559 @default.
- W2890844091 hasRelatedWork W615422703 @default.
- W2890844091 hasRelatedWork W2160816433 @default.
- W2890844091 hasRelatedWork W2193931409 @default.
- W2890844091 hasRelatedWork W2602863578 @default.
- W2890844091 isParatext "false" @default.
- W2890844091 isRetracted "false" @default.
- W2890844091 magId "2890844091" @default.
- W2890844091 workType "article" @default.